+140.3%
TT vs FGI
-70.3%
+210.6%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -9.0% | -11.6% | +2.6% | -8.9% |
| 30D | -17.6% | -3.3% | -14.3% | -17.6% |
| 3M | -18.7% | +65.6% | -84.2% | -19.5% |
| 6M | -17.4% | -2.8% | -14.6% | -17.9% |
| YTD | +1.5% | +30.1% | -28.6% | -0.1% |
| 1Y | -9.4% | +50.2% | -59.5% | -11.1% |
| 3Y | +85.1% | -0.4% | +85.5% | +81.6% |
| All | +140.3% | -70.3% | +210.6% | +141.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling