+172.6%
TTMI vs ALB
+60.9%
+111.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.4% | +13.3% | +10.4% |
| 7D | +5.9% | -8.1% | +13.9% | +8.8% |
| 30D | -4.3% | +6.3% | -10.6% | -7.4% |
| 3M | -32.0% | -23.6% | -8.5% | -26.6% |
| 6M | +19.5% | -24.6% | +44.1% | +26.3% |
| YTD | +82.0% | -10.3% | +92.3% | +81.3% |
| 1Y | +172.6% | +61.5% | +111.2% | +140.8% |
| All | +172.6% | +60.9% | +111.7% | +140.8% |
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