+396.5%
TTMI vs ALM
+2,100.8%
-1,704.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.7% | -10.6% | -3.6% |
| 7D | +11.4% | +1.2% | +10.2% | +11.3% |
| 30D | -28.3% | -19.3% | -9.0% | -26.8% |
| 3M | -46.7% | -40.6% | -6.0% | -44.3% |
| 6M | -56.1% | -57.9% | +1.8% | -53.2% |
| YTD | +7.4% | -6.7% | +14.1% | +9.9% |
| 1Y | +17.4% | +20.2% | -2.8% | +18.6% |
| 3Y | +429.1% | +879.4% | -450.3% | +379.6% |
| 5Y | +418.8% | +415.3% | +3.5% | +375.4% |
| All | +396.5% | +2,100.8% | -1,704.3% | +321.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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