+96.7%
TFC vs TTMI
+857.4%
-760.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.1% | -2.5% |
| 7D | +2.2% | +12.2% | -9.9% | +0.6% |
| 30D | -2.5% | -5.7% | +3.2% | -2.0% |
| 3M | +4.5% | -27.5% | +32.0% | +8.0% |
| 6M | +11.0% | +47.1% | -36.2% | -1.3% |
| YTD | +5.9% | +87.5% | -81.6% | -11.9% |
| 1Y | +14.6% | +175.2% | -160.6% | -16.5% |
| 3Y | +96.7% | +901.9% | -805.2% | -6.5% |
| All | +96.7% | +857.4% | -760.7% | -6.5% |
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 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