-83.2%
FIG vs TTMI
+57.0%
-140.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.9% | +5.7% | +2.6% |
| 7D | +3.4% | +11.4% | -8.0% | +4.3% |
| 30D | -9.5% | -28.3% | +18.8% | -12.3% |
| 3M | -26.2% | -46.7% | +20.5% | -30.5% |
| 6M | +2.7% | -56.1% | +58.8% | -4.0% |
| YTD | -48.0% | +7.4% | -55.3% | -57.5% |
| 1Y | -52.0% | +17.4% | -69.4% | -62.2% |
| All | -83.2% | +57.0% | -140.1% | -87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling