+427.0%
TTMI vs ALC
+31.8%
+395.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.1% | +9.0% | +7.6% |
| 7D | -19.8% | +4.9% | -24.7% | -21.6% |
| 30D | -48.1% | +19.0% | -67.1% | -52.2% |
| 3M | -51.2% | +7.8% | -59.0% | -53.6% |
| 6M | -59.6% | +14.6% | -74.2% | -63.2% |
| YTD | -3.6% | -4.4% | +0.8% | -5.1% |
| 1Y | -2.3% | +1.4% | -3.7% | -6.8% |
| 3Y | +369.4% | +2.5% | +366.9% | +328.5% |
| 5Y | +365.4% | -10.9% | +376.3% | +345.6% |
| All | +427.0% | +31.8% | +395.2% | +274.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling