+381.6%
TTMI vs ALC
+2.1%
+379.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.1% | +9.0% | +6.9% |
| 7D | -19.8% | +4.9% | -24.7% | -19.8% |
| 30D | -48.1% | +19.0% | -67.1% | -48.8% |
| 3M | -51.2% | +7.8% | -59.0% | -51.4% |
| 6M | -59.6% | +14.6% | -74.2% | -60.6% |
| YTD | -3.6% | -4.4% | +0.8% | -1.0% |
| 1Y | -2.3% | +1.4% | -3.7% | -1.9% |
| All | +381.6% | +2.1% | +379.5% | +356.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling