+175.2%
TTMI vs ALK
-35.5%
+210.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.1% | +6.1% | +4.3% |
| 7D | +12.2% | +0.1% | +12.0% | +12.1% |
| 30D | -5.7% | -18.5% | +12.7% | +2.8% |
| 3M | -27.5% | -3.6% | -23.9% | -26.6% |
| 6M | +47.1% | -3.7% | +50.8% | +45.2% |
| YTD | +87.5% | -19.0% | +106.5% | +92.8% |
| 1Y | +175.2% | -36.0% | +211.2% | +112.9% |
| All | +175.2% | -35.5% | +210.7% | +112.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling