+1,077.0%
TTMI vs ALLE
+148.2%
+928.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.4% |
| 7D | +12.2% | +2.8% | +9.4% | +10.4% |
| 30D | -5.7% | -7.6% | +1.9% | -1.4% |
| 3M | -27.5% | +22.8% | -50.3% | -36.5% |
| 6M | +47.1% | +4.6% | +42.5% | +41.6% |
| YTD | +87.5% | -1.2% | +88.7% | +85.1% |
| 1Y | +175.2% | -9.1% | +184.3% | +185.1% |
| 3Y | +901.9% | +50.0% | +852.0% | +654.0% |
| 5Y | +843.5% | +15.2% | +828.2% | +713.2% |
| 10Y | +1,077.0% | +151.1% | +925.9% | +577.2% |
| All | +1,077.0% | +148.2% | +928.7% | +577.2% |
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