-2.1%
FIG vs TTMI
-52.1%
+50.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.8% |
| 7D | +2.6% | +22.6% | -20.0% | +6.8% |
| 30D | -13.1% | -34.3% | +21.2% | -22.6% |
| 3M | -20.3% | -44.8% | +24.4% | -33.1% |
| 6M | -2.1% | -53.3% | +51.2% | -20.7% |
| All | -2.1% | -52.1% | +50.0% | -20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling