+151.4%
TTMI vs FDS
-23.5%
+174.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.4% | -0.5% | -6.1% |
| 7D | +7.5% | -8.8% | +16.3% | +1.7% |
| 30D | -4.5% | -1.4% | -3.1% | -4.4% |
| 3M | -28.5% | +13.9% | -42.4% | -18.9% |
| 6M | +28.4% | +27.4% | +1.0% | +54.6% |
| YTD | +80.1% | -2.5% | +82.5% | +89.1% |
| All | +151.4% | -23.5% | +174.9% | +146.5% |
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