-55.8%
FIG vs TTMI
+171.3%
-227.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +8.8% | -13.2% | -3.2% |
| 7D | -16.3% | +5.9% | -22.2% | -15.6% |
| 30D | -14.3% | -4.3% | -10.0% | -14.4% |
| 3M | +7.2% | -32.0% | +39.2% | +5.3% |
| 6M | -18.6% | +19.5% | -38.1% | -22.9% |
| YTD | -35.5% | +82.0% | -117.5% | -44.2% |
| 1Y | -55.8% | +172.6% | -228.4% | -68.8% |
| All | -55.8% | +171.3% | -227.1% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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