+812.9%
TTMI vs ALB
-43.9%
+856.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.1% | -3.2% |
| 7D | +7.5% | -8.6% | +16.1% | +10.1% |
| 30D | -4.5% | -4.0% | -0.4% | -3.9% |
| 3M | -28.5% | -17.4% | -11.2% | -24.9% |
| 6M | +28.4% | -25.4% | +53.7% | +37.2% |
| YTD | +80.1% | -10.5% | +90.6% | +82.6% |
| 1Y | +161.0% | +75.8% | +85.2% | +120.4% |
| 3Y | +862.4% | -28.5% | +890.9% | +852.8% |
| 5Y | +812.9% | -45.1% | +858.0% | +839.6% |
| All | +812.9% | -43.9% | +856.8% | +839.6% |
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