+901.9%
TTMI vs FDS
-30.4%
+932.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.3% | +7.3% | +1.5% |
| 7D | +12.2% | -5.4% | +17.5% | +10.2% |
| 30D | -5.7% | +1.6% | -7.3% | -4.7% |
| 3M | -27.5% | +17.7% | -45.2% | -21.7% |
| 6M | +47.1% | +29.1% | +18.1% | +61.2% |
| YTD | +87.5% | +1.0% | +86.5% | +105.9% |
| 1Y | +175.2% | -21.6% | +196.8% | +223.2% |
| 3Y | +901.9% | -30.1% | +932.0% | +1,020.1% |
| All | +901.9% | -30.4% | +932.4% | +1,020.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling