+161.0%
TTMI vs ALM
+312.4%
-151.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.2% | -2.7% |
| 7D | +7.5% | +3.6% | +3.9% | +6.3% |
| 30D | -4.5% | +33.8% | -38.3% | -13.0% |
| 3M | -28.5% | +14.8% | -43.3% | -32.6% |
| 6M | +28.4% | -7.0% | +35.3% | +24.3% |
| YTD | +80.1% | +108.1% | -28.0% | +56.4% |
| 1Y | +161.0% | +313.8% | -152.7% | +66.3% |
| All | +161.0% | +312.4% | -151.3% | +66.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling