+396.5%
TTMI vs FE
+126.1%
+270.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.1% |
| 7D | +11.4% | +1.2% | +10.2% | +11.1% |
| 30D | -28.3% | +4.5% | -32.8% | -29.3% |
| 3M | -46.7% | +1.3% | -48.0% | -47.0% |
| 6M | -56.1% | +8.7% | -64.8% | -57.4% |
| YTD | +7.4% | +9.2% | -1.9% | +3.7% |
| 1Y | +17.4% | +7.0% | +10.4% | +14.0% |
| 3Y | +429.1% | +51.4% | +377.8% | +352.6% |
| 5Y | +418.8% | +47.7% | +371.1% | +345.2% |
| All | +396.5% | +126.1% | +270.4% | +347.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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