-59.6%
TTMI vs ALLY
-12.1%
-47.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.7% | +8.6% | +6.8% |
| 7D | -19.8% | +0.9% | -20.7% | -19.7% |
| 30D | -48.1% | +3.1% | -51.2% | -48.4% |
| 3M | -51.2% | -12.6% | -38.7% | -49.4% |
| 6M | -59.6% | -12.4% | -47.2% | -58.9% |
| All | -59.6% | -12.1% | -47.5% | -58.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling