+8.2%
TTMI vs FE
+4.7%
+3.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | +22.6% | -0.3% | +22.9% | +22.3% |
| 30D | -34.3% | +3.9% | -38.2% | -32.5% |
| 3M | -44.8% | -0.1% | -44.7% | -43.6% |
| 6M | -53.3% | +6.1% | -59.4% | -52.6% |
| YTD | +10.6% | +8.1% | +2.5% | +0.9% |
| 1Y | +8.2% | +4.4% | +3.8% | +3.3% |
| All | +8.2% | +4.7% | +3.5% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling