+411.3%
TTMI vs FDS
+127.0%
+284.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.1% | -2.9% |
| 7D | +22.6% | -2.6% | +25.2% | +23.0% |
| 30D | -34.3% | +14.1% | -48.4% | -36.3% |
| 3M | -44.8% | +19.8% | -64.5% | -47.4% |
| 6M | -53.3% | +55.0% | -108.3% | -60.2% |
| YTD | +10.6% | +15.9% | -5.3% | +3.1% |
| 1Y | +8.2% | +24.2% | -16.0% | -3.1% |
| 3Y | +435.7% | -24.0% | +459.7% | +490.3% |
| 5Y | +434.2% | -23.3% | +457.5% | +477.0% |
| All | +411.3% | +127.0% | +284.3% | +193.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling