+729.3%
TTMI vs ALLY
+98.1%
+631.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.7% | +8.6% | +7.6% |
| 7D | -19.8% | +0.9% | -20.7% | -20.4% |
| 30D | -48.1% | +3.1% | -51.2% | -49.1% |
| 3M | -51.2% | -12.6% | -38.7% | -48.7% |
| 6M | -59.6% | -12.4% | -47.2% | -57.7% |
| YTD | -3.6% | -13.2% | +9.5% | +0.8% |
| 1Y | -2.3% | +1.8% | -4.2% | -4.2% |
| 3Y | +369.4% | +58.0% | +311.4% | +274.1% |
| 5Y | +365.4% | -8.4% | +373.9% | +344.1% |
| 10Y | +413.2% | +195.3% | +217.9% | +159.9% |
| All | +729.3% | +98.1% | +631.2% | +348.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling