+369.4%
TTMI vs ALLE
+88.9%
+280.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.9% | +7.8% | +7.1% |
| 7D | -19.8% | -0.6% | -19.2% | -19.7% |
| 30D | -48.1% | +25.3% | -73.5% | -52.5% |
| 3M | -51.2% | +10.3% | -61.5% | -52.7% |
| 6M | -59.6% | +38.0% | -97.6% | -65.2% |
| YTD | -3.6% | +17.8% | -21.4% | -10.4% |
| 1Y | -2.3% | +13.6% | -16.0% | -7.2% |
| 3Y | +369.4% | +89.2% | +280.2% | +198.3% |
| All | +369.4% | +88.9% | +280.5% | +198.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling