+2.7%
FIG vs TTMI
-55.9%
+58.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.9% | +5.7% | +2.3% |
| 7D | +3.4% | +11.4% | -8.0% | +5.6% |
| 30D | -9.5% | -28.3% | +18.8% | -16.6% |
| 3M | -26.2% | -46.7% | +20.5% | -38.4% |
| 6M | +2.7% | -56.1% | +58.8% | -18.5% |
| All | +2.7% | -55.9% | +58.6% | -18.5% |
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