+449.9%
TTMI vs ALK
-37.5%
+487.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +7.1% | +6.2% | +10.7% |
| 7D | -1.6% | +8.9% | -10.5% | -4.8% |
| 30D | -37.7% | +5.9% | -43.7% | -39.8% |
| 3M | -45.1% | -16.5% | -28.6% | -42.0% |
| 6M | -52.1% | +2.1% | -54.2% | -53.5% |
| YTD | +9.2% | -17.1% | +26.3% | +13.3% |
| 1Y | +12.9% | -2.9% | +15.8% | +10.9% |
| 3Y | +445.5% | +24.5% | +421.0% | +366.7% |
| 5Y | +427.9% | -29.1% | +457.0% | +434.7% |
| 10Y | +449.9% | -39.1% | +489.0% | +357.0% |
| All | +449.9% | -37.5% | +487.3% | +357.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling