+16.0%
TTMI vs ALM
+14.6%
+1.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.2% | +8.7% | +8.9% |
| 7D | +7.2% | -7.2% | +14.4% | +11.0% |
| 30D | -28.7% | -26.4% | -2.3% | -19.4% |
| 3M | -39.8% | -38.6% | -1.2% | -29.0% |
| 6M | -51.7% | -61.0% | +9.3% | -36.1% |
| YTD | +14.1% | -7.4% | +21.4% | +27.3% |
| 1Y | +16.0% | +14.0% | +2.0% | +20.9% |
| All | +16.0% | +14.6% | +1.4% | +20.9% |
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