+839.3%
TTMI vs ALLY
+99.9%
+739.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.9% | +12.3% | +12.9% |
| 7D | -1.6% | -0.2% | -1.4% | -1.7% |
| 30D | -37.7% | +3.4% | -41.2% | -39.0% |
| 3M | -45.1% | -11.1% | -34.0% | -42.7% |
| 6M | -52.1% | -11.5% | -40.6% | -50.1% |
| YTD | +9.2% | -12.3% | +21.5% | +13.8% |
| 1Y | +12.9% | +1.1% | +11.8% | +11.2% |
| 3Y | +445.5% | +64.8% | +380.7% | +327.3% |
| 5Y | +427.9% | -6.9% | +434.8% | +400.3% |
| 10Y | +449.9% | +194.9% | +254.9% | +178.8% |
| All | +839.3% | +99.9% | +739.3% | +406.5% |
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