+550.5%
TTD vs ALM
+2,221.4%
-1,670.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +8.1% | +7.4% | +15.1% |
| 7D | +19.0% | +0.7% | +18.2% | +18.9% |
| 30D | +23.6% | -26.1% | +49.7% | +25.0% |
| 3M | +8.2% | -38.1% | +46.3% | +9.8% |
| 6M | -35.3% | -55.4% | +20.1% | -33.8% |
| YTD | -60.7% | -0.4% | -60.3% | -61.6% |
| 1Y | -65.3% | +25.4% | -90.6% | -66.6% |
| 3Y | -80.6% | +907.8% | -988.3% | -83.7% |
| 5Y | -84.6% | +440.2% | -524.8% | -87.0% |
| 10Y | +550.5% | +2,031.1% | -1,480.6% | +377.7% |
| All | +550.5% | +2,221.4% | -1,670.9% | +377.7% |
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