+10.7%
TTMI vs FDS
+31.1%
-20.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.9% | -13.0% | -8.1% |
| 7D | -19.2% | +9.4% | -28.6% | -13.3% |
| 30D | -44.9% | +23.8% | -68.7% | -35.2% |
| 3M | -44.7% | +25.1% | -69.9% | -33.5% |
| 6M | -53.4% | +53.8% | -107.2% | -34.6% |
| YTD | +6.3% | +19.6% | -13.2% | +31.3% |
| 1Y | +10.7% | +31.6% | -21.0% | +51.6% |
| All | +10.7% | +31.1% | -20.4% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling