+901.9%
TTMI vs ALM
+2,327.9%
-1,426.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.8% | -5.8% | +1.8% |
| 7D | +12.2% | +8.4% | +3.7% | +10.9% |
| 30D | -5.7% | +34.8% | -40.6% | -9.8% |
| 3M | -27.5% | +16.2% | -43.7% | -29.5% |
| 6M | +47.1% | +2.1% | +45.0% | +44.1% |
| YTD | +87.5% | +117.0% | -29.6% | +75.3% |
| 1Y | +175.2% | +313.9% | -138.6% | +147.6% |
| 3Y | +901.9% | +2,327.9% | -1,426.0% | +710.5% |
| All | +901.9% | +2,327.9% | -1,426.0% | +710.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling