+133.5%
TT vs ALM
+387.9%
-254.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | +0.1% |
| 7D | +8.1% | -4.0% | +12.1% | +8.3% |
| 30D | -11.3% | -30.5% | +19.2% | -9.8% |
| 3M | -11.2% | -46.9% | +35.7% | -8.9% |
| 6M | -8.9% | -65.5% | +56.6% | -5.4% |
| YTD | +9.7% | -13.4% | +23.1% | +10.5% |
| 1Y | +1.3% | +9.8% | -8.5% | +1.3% |
| 3Y | +93.4% | +783.1% | -689.8% | +81.0% |
| 5Y | +133.5% | +378.3% | -244.8% | +119.1% |
| All | +133.5% | +387.9% | -254.4% | +119.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling