+1,084.3%
TTMI vs ALB
+84.6%
+999.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.6% |
| 7D | +6.0% | -7.6% | +13.6% | +8.5% |
| 30D | -6.4% | -5.6% | -0.8% | -5.3% |
| 3M | -28.9% | -16.8% | -12.1% | -25.0% |
| 6M | +26.9% | -26.3% | +53.2% | +37.4% |
| YTD | +77.3% | -13.2% | +90.5% | +81.6% |
| 1Y | +147.5% | +68.8% | +78.7% | +105.1% |
| 3Y | +847.6% | -30.7% | +878.3% | +846.1% |
| 5Y | +802.2% | -46.3% | +848.5% | +825.6% |
| All | +1,084.3% | +84.6% | +999.7% | +595.0% |
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