+160.2%
TT vs FGI
-68.3%
+228.4%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.9% | -4.9% | +0.9% |
| 7D | +3.5% | +6.9% | -3.4% | +3.4% |
| 30D | -11.0% | +3.9% | -15.0% | -11.1% |
| 3M | -12.0% | +74.3% | -86.3% | -12.9% |
| 6M | -10.4% | +28.9% | -39.4% | -11.2% |
| YTD | +9.9% | +39.1% | -29.2% | +8.1% |
| 1Y | +1.5% | +49.3% | -47.9% | -0.4% |
| 3Y | +93.7% | +5.7% | +88.0% | +90.0% |
| All | +160.2% | -68.3% | +228.4% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling