+813.1%
TTMI vs ALM
+3,798.4%
-2,985.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +8.1% | +5.2% | +13.2% |
| 7D | -1.6% | +0.7% | -2.4% | -1.6% |
| 30D | -37.7% | -26.1% | -11.7% | -37.6% |
| 3M | -45.1% | -38.1% | -7.0% | -45.0% |
| 6M | -52.1% | -55.4% | +3.3% | -51.9% |
| YTD | +9.2% | -0.4% | +9.6% | +9.3% |
| 1Y | +12.9% | +25.4% | -12.5% | +13.0% |
| 3Y | +445.5% | +907.8% | -462.3% | +443.4% |
| 5Y | +427.9% | +440.2% | -12.3% | +426.1% |
| 10Y | +449.9% | +2,031.1% | -1,581.3% | +447.6% |
| All | +813.1% | +3,798.4% | -2,985.3% | +821.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling