+129.1%
TT vs FGI
-4.4%
+133.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.5% | -6.9% | +0.6% |
| 7D | -0.2% | +0.5% | -0.8% | -0.2% |
| 30D | -7.4% | +65.4% | -72.8% | -7.7% |
| 3M | -3.2% | +23.5% | -26.7% | -3.5% |
| 6M | +1.1% | +60.5% | -59.4% | +0.4% |
| YTD | +15.6% | +30.0% | -14.4% | +14.8% |
| 1Y | +9.2% | +82.1% | -72.9% | +8.7% |
| All | +129.1% | -4.4% | +133.5% | +136.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling