+1,077.0%
TTMI vs FE
+113.1%
+963.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.2% |
| 7D | +12.2% | +0.6% | +11.5% | +11.9% |
| 30D | -5.7% | -2.1% | -3.6% | -5.2% |
| 3M | -27.5% | +2.6% | -30.1% | -28.3% |
| 6M | +47.1% | -6.8% | +53.9% | +49.2% |
| YTD | +87.5% | +6.9% | +80.6% | +82.8% |
| 1Y | +175.2% | +11.6% | +163.7% | +164.6% |
| 3Y | +901.9% | +47.7% | +854.2% | +768.2% |
| 5Y | +843.5% | +46.2% | +797.3% | +716.6% |
| 10Y | +1,077.0% | +109.2% | +967.8% | +964.4% |
| All | +1,077.0% | +113.1% | +963.9% | +964.4% |
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