+172.6%
TTMI vs FDS
-17.4%
+190.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.5% | +12.4% | +6.6% |
| 7D | +5.9% | -1.9% | +7.8% | +4.7% |
| 30D | -4.3% | +9.0% | -13.3% | +1.9% |
| 3M | -32.0% | +18.9% | -50.9% | -20.1% |
| 6M | +19.5% | +35.1% | -15.7% | +50.4% |
| YTD | +82.0% | +5.5% | +76.5% | +100.6% |
| 1Y | +172.6% | -16.8% | +189.4% | +180.9% |
| All | +172.6% | -17.4% | +190.0% | +180.9% |
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