+816.1%
TTMI vs ALC
-14.0%
+830.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.2% | +11.0% | +9.6% |
| 7D | +5.9% | -2.1% | +8.0% | +6.6% |
| 30D | -4.3% | -0.1% | -4.2% | -4.8% |
| 3M | -32.0% | +5.9% | -37.9% | -34.6% |
| 6M | +19.5% | -15.9% | +35.4% | +27.0% |
| YTD | +82.0% | -10.1% | +92.1% | +86.5% |
| 1Y | +172.6% | -10.2% | +182.8% | +178.5% |
| 3Y | +744.7% | -13.6% | +758.2% | +747.9% |
| All | +816.1% | -14.0% | +830.1% | +735.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling