+443.1%
TTMI vs ALB
+35.3%
+407.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.1% | +7.9% | +8.6% |
| 7D | +7.2% | +1.1% | +6.2% | +6.7% |
| 30D | -28.7% | -2.6% | -26.1% | -28.2% |
| 3M | -39.8% | -25.6% | -14.2% | -34.6% |
| 6M | -51.7% | -54.0% | +2.3% | -39.2% |
| YTD | +14.1% | -31.6% | +45.6% | +25.3% |
| 1Y | +16.0% | -6.6% | +22.5% | +15.6% |
| 3Y | +452.7% | -14.0% | +466.7% | +410.1% |
| 5Y | +451.5% | -62.5% | +514.0% | +538.0% |
| 10Y | +443.1% | +36.3% | +406.8% | +288.0% |
| All | +443.1% | +35.3% | +407.8% | +288.0% |
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