+350.3%
TFC vs TTMI
+278.7%
+71.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.0% | -9.0% | -1.6% |
| 7D | -1.2% | +7.2% | -8.4% | -2.9% |
| 30D | +7.8% | -28.7% | +36.4% | +11.8% |
| 3M | -3.0% | -39.8% | +36.8% | +2.9% |
| 6M | +5.8% | -51.7% | +57.5% | +14.3% |
| YTD | +5.3% | +14.1% | -8.8% | -5.9% |
| 1Y | +15.7% | +16.0% | -0.3% | +2.1% |
| 3Y | +94.8% | +452.7% | -357.9% | +23.7% |
| 5Y | 0.0% | +451.5% | -451.5% | -37.7% |
| 10Y | +79.0% | +443.1% | -364.1% | +8.5% |
| All | +350.3% | +278.7% | +71.6% | +115.6% |
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