+172.6%
TTMI vs ALLY
+9.5%
+163.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +8.7% |
| 7D | +5.9% | +3.7% | +2.2% | +3.8% |
| 30D | -4.3% | -2.3% | -2.0% | -3.2% |
| 3M | -32.0% | +3.8% | -35.9% | -33.6% |
| 6M | +19.5% | +9.7% | +9.8% | +11.9% |
| YTD | +82.0% | -1.4% | +83.4% | +79.2% |
| 1Y | +172.6% | +8.2% | +164.4% | +148.8% |
| All | +172.6% | +9.5% | +163.1% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling