+1,422.4%
TTMI vs ALM
+7,705.7%
-6,283.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.5% | +10.4% | +8.9% |
| 7D | +5.9% | -2.6% | +8.5% | +5.9% |
| 30D | -4.3% | +32.0% | -36.3% | -4.4% |
| 3M | -32.0% | -15.0% | -17.0% | -32.0% |
| 6M | +19.5% | -10.1% | +29.6% | +19.5% |
| YTD | +82.0% | +99.4% | -17.4% | +81.6% |
| 1Y | +172.6% | +316.4% | -143.7% | +171.5% |
| 3Y | +744.7% | +2,022.0% | -1,277.3% | +738.2% |
| 5Y | +805.6% | +941.2% | -135.6% | +799.1% |
| 10Y | +1,057.6% | +2,950.3% | -1,892.7% | +1,048.5% |
| All | +1,422.4% | +7,705.7% | -6,283.3% | +1,431.1% |
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