+1,084.3%
TTMI vs ALM
+2,776.7%
-1,692.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.6% | +8.1% | -0.8% |
| 7D | +6.0% | -7.1% | +13.1% | +6.6% |
| 30D | -6.4% | +24.7% | -31.1% | -8.1% |
| 3M | -28.9% | +8.3% | -37.2% | -29.5% |
| 6M | +26.9% | -22.2% | +49.0% | +27.8% |
| YTD | +77.3% | +88.1% | -10.8% | +71.4% |
| 1Y | +147.5% | +272.4% | -124.9% | +132.0% |
| 3Y | +847.6% | +2,004.1% | -1,156.5% | +713.9% |
| 5Y | +802.2% | +915.8% | -113.6% | +687.3% |
| All | +1,084.3% | +2,776.7% | -1,692.4% | +916.3% |
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