+20.9%
TTMI vs ALM
+10.4%
+10.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.5% | +3.4% | -0.5% |
| 7D | +22.6% | -4.0% | +26.6% | +24.9% |
| 30D | -34.3% | -30.5% | -3.8% | -24.1% |
| 3M | -44.8% | -46.9% | +2.1% | -31.3% |
| 6M | -53.3% | -65.5% | +12.2% | -35.6% |
| YTD | +10.6% | -13.4% | +23.9% | +27.8% |
| All | +20.9% | +10.4% | +10.5% | +28.4% |
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 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