+1,077.0%
TTMI vs ALLY
+178.4%
+898.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.3% | +6.3% | +4.4% |
| 7D | +12.2% | +1.0% | +11.1% | +11.6% |
| 30D | -5.7% | -3.3% | -2.4% | -4.4% |
| 3M | -27.5% | +0.5% | -27.9% | -27.7% |
| 6M | +47.1% | +12.6% | +34.5% | +39.1% |
| YTD | +87.5% | -4.7% | +92.1% | +89.7% |
| 1Y | +175.2% | +5.2% | +170.0% | +167.0% |
| 3Y | +901.9% | +66.5% | +835.5% | +684.7% |
| 5Y | +843.5% | +0.2% | +843.2% | +766.7% |
| 10Y | +1,077.0% | +180.8% | +896.2% | +540.1% |
| All | +1,077.0% | +178.4% | +898.6% | +540.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling