-79.9%
FIG vs TTMI
+167.9%
-247.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.4% | +1.4% | +5.2% |
| 7D | -3.8% | +0.7% | -4.5% | -3.7% |
| 30D | -2.3% | -8.4% | +6.1% | -3.1% |
| 3M | +20.0% | -32.5% | +52.4% | +18.4% |
| 6M | -16.7% | +32.5% | -49.1% | -21.9% |
| YTD | -37.9% | +83.2% | -121.2% | -46.6% |
| 1Y | -58.5% | +161.7% | -220.2% | -68.4% |
| All | -79.9% | +167.9% | -247.9% | -84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling