+366.1%
TTMI vs ALB
-62.3%
+428.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.9% | +6.0% | +6.6% |
| 7D | -19.8% | +9.1% | -28.9% | -22.1% |
| 30D | -48.1% | -3.4% | -44.7% | -47.7% |
| 3M | -51.2% | -20.6% | -30.6% | -48.4% |
| 6M | -59.6% | -48.2% | -11.4% | -51.8% |
| YTD | -3.6% | -29.2% | +25.6% | +4.2% |
| 1Y | -2.3% | +10.0% | -12.4% | -6.5% |
| 3Y | +369.4% | -12.9% | +382.3% | +334.6% |
| All | +366.1% | -62.3% | +428.4% | +406.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling