+760.3%
TTMI vs ALHC
-28.9%
+789.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.9% | +8.9% |
| 7D | +5.9% | -0.6% | +6.4% | +5.9% |
| 30D | -4.3% | -1.0% | -3.3% | -4.2% |
| 3M | -32.0% | -10.2% | -21.9% | -32.0% |
| 6M | +19.5% | -28.3% | +47.7% | +21.9% |
| YTD | +82.0% | -31.4% | +113.5% | +86.6% |
| 1Y | +172.6% | -16.9% | +189.6% | +174.3% |
| 3Y | +744.7% | +135.5% | +609.2% | +627.2% |
| 5Y | +805.6% | -33.6% | +839.2% | +726.1% |
| All | +760.3% | -28.9% | +789.2% | +666.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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