+487.0%
TTMI vs ALC
+30.4%
+456.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.2% | -6.1% | -4.0% |
| 7D | +11.4% | -1.1% | +12.5% | +11.7% |
| 30D | -28.3% | +16.0% | -44.3% | -33.3% |
| 3M | -46.7% | +0.8% | -47.5% | -47.8% |
| 6M | -56.1% | +16.8% | -73.0% | -60.5% |
| YTD | +7.4% | -5.5% | +12.9% | +6.1% |
| 1Y | +17.4% | -5.3% | +22.7% | +15.7% |
| 3Y | +429.1% | +4.1% | +425.1% | +377.4% |
| 5Y | +418.8% | -7.1% | +425.8% | +385.3% |
| All | +487.0% | +30.4% | +456.6% | +318.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling