+443.1%
TTMI vs FDS
+1,408.0%
-964.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.5% | +12.4% | +10.4% |
| 7D | +5.9% | -1.9% | +7.8% | +6.5% |
| 30D | -4.3% | +9.0% | -13.3% | -8.7% |
| 3M | -32.0% | +18.9% | -50.9% | -40.3% |
| 6M | +19.5% | +35.1% | -15.7% | -4.8% |
| YTD | +82.0% | +5.5% | +76.5% | +60.9% |
| 1Y | +172.6% | -16.8% | +189.4% | +163.8% |
| 3Y | +744.7% | -28.1% | +772.7% | +766.3% |
| 5Y | +805.6% | -17.4% | +823.0% | +748.1% |
| 10Y | +1,057.6% | +85.4% | +972.2% | +577.6% |
| All | +443.1% | +1,408.0% | -964.9% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling