+736.3%
TT vs ALM
+2,100.8%
-1,364.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.7% | -9.2% | -1.7% |
| 7D | +4.0% | +1.2% | +2.8% | +4.0% |
| 30D | -11.3% | -19.3% | +8.0% | -10.8% |
| 3M | -12.3% | -40.6% | +28.4% | -11.2% |
| 6M | -10.8% | -57.9% | +47.1% | -9.2% |
| YTD | +8.2% | -6.7% | +14.9% | +8.3% |
| 1Y | +1.5% | +20.2% | -18.7% | +1.1% |
| 3Y | +91.5% | +879.4% | -788.0% | +83.7% |
| 5Y | +130.2% | +415.3% | -285.1% | +121.5% |
| All | +736.3% | +2,100.8% | -1,364.5% | +702.3% |
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