+420.4%
TTMI vs FE
+110.9%
+309.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.1% | +8.5% | +8.6% |
| 7D | -11.5% | -0.5% | -11.0% | -11.4% |
| 30D | -40.3% | +4.3% | -44.6% | -41.2% |
| 3M | -44.5% | +0.4% | -44.9% | -44.7% |
| 6M | -54.1% | +6.9% | -61.0% | -55.3% |
| YTD | +4.7% | +8.0% | -3.3% | +1.4% |
| 1Y | +3.3% | +4.8% | -1.5% | +0.9% |
| 3Y | +407.2% | +49.0% | +358.3% | +335.8% |
| 5Y | +406.5% | +46.2% | +360.3% | +335.8% |
| 10Y | +420.4% | +120.9% | +299.5% | +372.3% |
| All | +420.4% | +110.9% | +309.5% | +372.3% |
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