+10.7%
TTMI vs ALB
+4.7%
+6.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +5.3% | -15.4% | -12.1% |
| 7D | -19.2% | -2.1% | -17.1% | -18.6% |
| 30D | -44.9% | -9.0% | -35.9% | -42.8% |
| 3M | -44.7% | -21.1% | -23.6% | -40.5% |
| 6M | -53.4% | -49.9% | -3.5% | -41.6% |
| YTD | +6.3% | -32.3% | +38.6% | +13.3% |
| 1Y | +10.7% | +8.6% | +2.1% | -5.4% |
| All | +10.7% | +4.7% | +6.0% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling