+396.5%
TTMI vs ALB
+32.4%
+364.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.5% |
| 7D | +11.4% | -5.8% | +17.1% | +13.5% |
| 30D | -28.3% | -4.5% | -23.8% | -27.4% |
| 3M | -46.7% | -28.1% | -18.6% | -41.4% |
| 6M | -56.1% | -53.2% | -2.9% | -45.0% |
| YTD | +7.4% | -33.3% | +40.7% | +19.0% |
| 1Y | +17.4% | -17.4% | +34.8% | +21.8% |
| 3Y | +429.1% | -14.1% | +443.3% | +388.1% |
| 5Y | +418.8% | -64.0% | +482.8% | +508.5% |
| All | +396.5% | +32.4% | +364.2% | +259.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling