+826.9%
TTMI vs ALLY
+74.0%
+752.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +8.7% |
| 7D | +5.9% | +3.7% | +2.2% | +3.9% |
| 30D | -4.3% | -2.3% | -2.0% | -3.2% |
| 3M | -32.0% | +3.8% | -35.9% | -33.4% |
| 6M | +19.5% | +9.7% | +9.8% | +13.4% |
| YTD | +82.0% | -1.4% | +83.4% | +81.1% |
| 1Y | +172.6% | +8.2% | +164.4% | +158.5% |
| All | +826.9% | +74.0% | +752.9% | +585.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling