-80.9%
FIG vs TTMI
+163.3%
-244.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.7% | -3.7% |
| 7D | -14.5% | +7.5% | -21.9% | -13.6% |
| 30D | -13.3% | -4.5% | -8.8% | -13.5% |
| 3M | +7.4% | -28.5% | +36.0% | +5.8% |
| 6M | -27.8% | +28.4% | -56.1% | -32.3% |
| YTD | -41.1% | +80.1% | -121.2% | -49.4% |
| 1Y | -58.7% | +161.0% | -219.8% | -68.7% |
| All | -80.9% | +163.3% | -244.2% | -85.6% |
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