+443.1%
TTMI vs ALK
+677.1%
-234.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.1% |
| 3M | -32.0% | -1.5% | -30.5% | -32.1% |
| 6M | +19.5% | -13.1% | +32.5% | +24.8% |
| YTD | +82.0% | -16.4% | +98.5% | +91.5% |
| 1Y | +172.6% | -33.1% | +205.7% | +210.3% |
| 3Y | +744.7% | +0.6% | +744.0% | +680.6% |
| 5Y | +805.6% | -26.4% | +831.9% | +816.9% |
| 10Y | +1,057.6% | -34.2% | +1,091.8% | +952.9% |
| All | +443.1% | +677.1% | -234.0% | +4.2% |
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