+1,312.8%
TTMI vs ALLE
+260.9%
+1,052.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.0% | +7.8% | +8.3% |
| 7D | +5.9% | -0.2% | +6.1% | +6.0% |
| 30D | -4.3% | -6.8% | +2.5% | -0.6% |
| 3M | -32.0% | +21.0% | -53.1% | -39.7% |
| 6M | +19.5% | +1.1% | +18.4% | +17.6% |
| YTD | +82.0% | -0.5% | +82.6% | +79.2% |
| 1Y | +172.6% | -7.3% | +179.9% | +178.7% |
| 3Y | +744.7% | +42.3% | +702.4% | +566.9% |
| 5Y | +805.6% | +13.5% | +792.1% | +694.1% |
| 10Y | +1,057.6% | +144.0% | +913.6% | +562.7% |
| All | +1,312.8% | +260.9% | +1,052.0% | +591.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling