+443.1%
TTMI vs ALLE
+212.2%
+231.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.1% | +8.5% |
| 7D | +7.2% | -0.8% | +8.1% | +8.1% |
| 30D | -28.7% | +27.4% | -56.0% | -39.2% |
| 3M | -39.8% | +13.8% | -53.7% | -45.4% |
| 6M | -51.7% | +45.5% | -97.2% | -62.6% |
| YTD | +14.1% | +21.4% | -7.3% | -2.2% |
| 1Y | +16.0% | +15.4% | +0.6% | +2.7% |
| 3Y | +452.7% | +91.7% | +361.0% | +250.0% |
| 5Y | +451.5% | +54.5% | +397.0% | +291.5% |
| 10Y | +443.1% | +210.5% | +232.6% | +124.7% |
| All | +443.1% | +212.2% | +231.0% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling