+187.6%
TTMI vs ALK
+619.8%
-432.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -48.7% |
| 3M | -51.2% | -23.2% | -28.0% | -46.8% |
| 6M | -59.6% | -3.9% | -55.7% | -60.2% |
| YTD | -3.6% | -22.6% | +19.0% | +2.7% |
| 1Y | -2.3% | -5.3% | +3.0% | -3.9% |
| 3Y | +369.4% | +18.6% | +350.8% | +299.5% |
| 5Y | +365.4% | -34.4% | +399.8% | +387.2% |
| 10Y | +413.2% | -40.8% | +454.0% | +380.0% |
| All | +187.6% | +619.8% | -432.2% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling