+750.6%
TT vs ALM
+2,221.4%
-1,470.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.1% | -3.4% | +4.4% |
| 7D | +1.7% | +0.7% | +1.0% | +1.7% |
| 30D | -11.8% | -26.1% | +14.2% | -11.1% |
| 3M | -12.6% | -38.1% | +25.5% | -11.6% |
| 6M | -9.4% | -55.4% | +46.0% | -7.9% |
| YTD | +8.8% | -0.4% | +9.2% | +8.8% |
| 1Y | -2.5% | +25.4% | -27.9% | -2.9% |
| 3Y | +95.7% | +907.8% | -812.1% | +87.8% |
| 5Y | +135.7% | +440.2% | -304.4% | +126.8% |
| 10Y | +750.6% | +2,031.1% | -1,280.5% | +722.7% |
| All | +750.6% | +2,221.4% | -1,470.8% | +722.7% |
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