+523.6%
TTMI vs ALC
+27.5%
+496.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.2% | +11.1% | +9.7% |
| 7D | +7.2% | -6.3% | +13.5% | +9.7% |
| 30D | -28.7% | +12.6% | -41.3% | -33.0% |
| 3M | -39.8% | -3.8% | -36.0% | -40.0% |
| 6M | -51.7% | +16.8% | -68.5% | -56.6% |
| YTD | +14.1% | -7.6% | +21.7% | +13.6% |
| 1Y | +16.0% | -5.9% | +21.8% | +14.4% |
| 3Y | +452.7% | +0.6% | +452.1% | +406.0% |
| 5Y | +451.5% | -9.5% | +461.0% | +421.2% |
| All | +523.6% | +27.5% | +496.2% | +347.8% |
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