+240.3%
TTMI vs ALB
+1,371.9%
-1,131.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.1% | +7.9% | +8.5% |
| 7D | +7.2% | +1.1% | +6.2% | +6.5% |
| 30D | -28.7% | -2.6% | -26.1% | -28.1% |
| 3M | -39.8% | -25.6% | -14.2% | -32.2% |
| 6M | -51.7% | -54.0% | +2.3% | -32.6% |
| YTD | +14.1% | -31.6% | +45.6% | +29.7% |
| 1Y | +16.0% | -6.6% | +22.5% | +13.8% |
| 3Y | +452.7% | -14.0% | +466.7% | +375.3% |
| 5Y | +451.5% | -62.5% | +514.0% | +546.8% |
| 10Y | +443.1% | +36.3% | +406.8% | +146.7% |
| All | +240.3% | +1,371.9% | -1,131.6% | -55.6% |
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 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