+161.0%
TTMI vs ALC
-14.0%
+175.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -4.2% |
| 7D | +7.5% | -5.3% | +12.8% | +6.3% |
| 30D | -4.5% | -7.1% | +2.6% | -5.8% |
| 3M | -28.5% | +0.8% | -29.3% | -28.7% |
| 6M | +28.4% | -16.0% | +44.3% | +30.3% |
| YTD | +80.1% | -12.7% | +92.8% | +84.8% |
| 1Y | +161.0% | -12.8% | +173.9% | +166.9% |
| All | +161.0% | -14.0% | +175.0% | +166.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling