-83.6%
FIG vs TTMI
+66.8%
-150.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.0% | -7.1% | +2.5% |
| 7D | -14.3% | +7.2% | -21.5% | -14.0% |
| 30D | -13.6% | -28.7% | +15.1% | -16.5% |
| 3M | -23.7% | -39.8% | +16.1% | -27.3% |
| 6M | -5.4% | -51.7% | +46.3% | -11.3% |
| YTD | -49.2% | +14.1% | -63.3% | -58.3% |
| 1Y | -57.4% | +16.0% | -73.3% | -65.3% |
| All | -83.6% | +66.8% | -150.3% | -88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling