+443.1%
TTMI vs ALM
+2,084.7%
-1,641.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.2% | +8.7% | +8.9% |
| 7D | +7.2% | -7.2% | +14.4% | +8.1% |
| 30D | -28.7% | -26.4% | -2.3% | -26.6% |
| 3M | -39.8% | -38.6% | -1.2% | -37.2% |
| 6M | -51.7% | -61.0% | +9.3% | -48.2% |
| YTD | +14.1% | -7.4% | +21.4% | +16.9% |
| 1Y | +16.0% | +14.0% | +2.0% | +17.5% |
| 3Y | +452.7% | +844.4% | -391.8% | +402.0% |
| 5Y | +451.5% | +410.8% | +40.7% | +406.0% |
| 10Y | +443.1% | +2,084.7% | -1,641.6% | +362.2% |
| All | +443.1% | +2,084.7% | -1,641.6% | +362.2% |
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