+21.3%
TFC vs TTMI
+9.6%
+11.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -10.1% | +13.1% | +3.1% |
| 7D | +5.1% | -19.2% | +24.2% | +5.4% |
| 30D | +9.8% | -44.9% | +54.7% | +11.2% |
| 3M | -2.4% | -44.7% | +42.3% | -1.3% |
| 6M | +4.9% | -53.4% | +58.3% | +5.9% |
| YTD | +6.6% | +6.3% | +0.2% | +3.5% |
| 1Y | +21.3% | +10.7% | +10.6% | +17.2% |
| All | +21.3% | +9.6% | +11.7% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling