+753.3%
TT vs ALM
+2,022.9%
-1,269.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.2% | +2.3% |
| 7D | -2.0% | -6.7% | +4.7% | -1.8% |
| 30D | -14.0% | -32.9% | +18.9% | -13.1% |
| 3M | -15.9% | -39.5% | +23.6% | -14.9% |
| 6M | -17.3% | -62.0% | +44.7% | -15.6% |
| YTD | +4.0% | -7.8% | +11.8% | +4.2% |
| 1Y | -7.1% | +26.7% | -33.8% | -7.5% |
| 3Y | +90.2% | +825.4% | -735.1% | +82.7% |
| 5Y | +131.1% | +401.2% | -270.1% | +122.5% |
| All | +753.3% | +2,022.9% | -1,269.6% | +717.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling