+366.4%
TTMI vs ALK
-34.8%
+401.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.6% | +6.3% | +6.7% |
| 7D | -19.8% | +9.0% | -28.9% | -23.2% |
| 30D | -48.1% | -1.6% | -46.5% | -48.5% |
| 3M | -51.2% | -23.2% | -28.0% | -46.3% |
| 6M | -59.6% | -3.9% | -55.7% | -60.0% |
| YTD | -3.6% | -22.6% | +19.0% | +2.9% |
| 1Y | -2.3% | -5.3% | +3.0% | -3.8% |
| 3Y | +369.4% | +18.6% | +350.8% | +287.2% |
| All | +366.4% | -34.8% | +401.2% | +359.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling