+347.7%
TFC vs TTMI
+256.5%
+91.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.0% | +0.7% |
| 7D | +1.2% | +11.4% | -10.2% | -1.0% |
| 30D | +9.7% | -28.3% | +37.9% | +13.8% |
| 3M | -4.8% | -46.7% | +41.9% | +3.3% |
| 6M | +8.4% | -56.1% | +64.6% | +19.2% |
| YTD | +4.7% | +7.4% | -2.7% | -5.4% |
| 1Y | +15.0% | +17.4% | -2.4% | +1.3% |
| 3Y | +93.9% | +429.1% | -335.2% | +24.0% |
| 5Y | +0.6% | +418.8% | -418.1% | -36.6% |
| 10Y | +78.0% | +411.2% | -333.3% | +9.1% |
| All | +347.7% | +256.5% | +91.2% | +116.6% |
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