+826.9%
TTMI vs ALB
-29.2%
+856.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.4% | +13.3% | +10.0% |
| 7D | +5.9% | -8.1% | +13.9% | +8.1% |
| 30D | -4.3% | +6.3% | -10.6% | -6.5% |
| 3M | -32.0% | -23.6% | -8.5% | -27.4% |
| 6M | +19.5% | -24.6% | +44.1% | +26.8% |
| YTD | +82.0% | -10.3% | +92.3% | +84.3% |
| 1Y | +172.6% | +61.5% | +111.2% | +139.0% |
| All | +826.9% | -29.2% | +856.1% | +829.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling