+362.7%
TFC vs TTMI
+504.4%
-141.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.8% | -8.8% | -1.5% |
| 7D | +2.4% | +5.9% | -3.4% | +1.3% |
| 30D | -1.3% | -4.3% | +3.0% | -1.0% |
| 3M | +6.1% | -32.0% | +38.1% | +11.3% |
| 6M | +7.3% | +19.5% | -12.1% | -0.5% |
| YTD | +8.2% | +82.0% | -73.8% | -8.5% |
| 1Y | +14.4% | +172.6% | -158.2% | -12.0% |
| 3Y | +93.7% | +744.7% | -650.9% | +17.0% |
| 5Y | +16.4% | +805.6% | -789.2% | -31.8% |
| 10Y | +101.6% | +1,057.6% | -956.0% | +9.8% |
| All | +362.7% | +504.4% | -141.7% | +109.5% |
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 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