+174.3%
TT vs FGI
-70.4%
+244.6%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.5% | -6.9% | +0.5% |
| 7D | -0.2% | +0.5% | -0.8% | -0.2% |
| 30D | -7.4% | +65.4% | -72.8% | -8.3% |
| 3M | -3.2% | +23.5% | -26.7% | -3.9% |
| 6M | +1.1% | +60.5% | -59.4% | -0.7% |
| YTD | +15.6% | +30.0% | -14.4% | +13.8% |
| 1Y | +9.2% | +82.1% | -72.9% | +6.3% |
| 3Y | +124.4% | -4.4% | +128.8% | +120.6% |
| All | +174.3% | -70.4% | +244.6% | +175.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling