+443.1%
TTMI vs ALB
+1,830.3%
-1,387.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.4% | +13.3% | +10.8% |
| 7D | +5.9% | -8.1% | +13.9% | +9.6% |
| 30D | -4.3% | +6.3% | -10.6% | -7.8% |
| 3M | -32.0% | -23.6% | -8.5% | -23.8% |
| 6M | +19.5% | -24.6% | +44.1% | +32.8% |
| YTD | +82.0% | -10.3% | +92.3% | +84.3% |
| 1Y | +172.6% | +61.5% | +111.2% | +106.3% |
| 3Y | +744.7% | -34.0% | +778.6% | +737.4% |
| 5Y | +805.6% | -44.6% | +850.1% | +777.0% |
| 10Y | +1,057.6% | +76.1% | +981.5% | +371.1% |
| All | +443.1% | +1,830.3% | -1,387.2% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling