+826.9%
TTMI vs ALK
+4.2%
+822.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.5% | +7.3% | +8.2% |
| 7D | +5.9% | -0.7% | +6.5% | +6.2% |
| 30D | -4.3% | -19.2% | +14.9% | +4.2% |
| 3M | -32.0% | -1.5% | -30.5% | -32.0% |
| 6M | +19.5% | -13.1% | +32.5% | +24.0% |
| YTD | +82.0% | -16.4% | +98.5% | +89.8% |
| 1Y | +172.6% | -33.1% | +205.7% | +205.3% |
| All | +826.9% | +4.2% | +822.7% | +691.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling