+369.4%
TTMI vs FE
+42.7%
+326.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.4% | +8.3% | +6.5% |
| 7D | -19.8% | -1.0% | -18.8% | -20.0% |
| 30D | -48.1% | +4.1% | -52.3% | -47.6% |
| 3M | -51.2% | -1.0% | -50.2% | -51.0% |
| 6M | -59.6% | +4.0% | -63.6% | -59.3% |
| YTD | -3.6% | +6.8% | -10.4% | -3.1% |
| 1Y | -2.3% | +5.3% | -7.6% | -1.7% |
| 3Y | +369.4% | +44.6% | +324.8% | +323.9% |
| All | +369.4% | +42.7% | +326.7% | +323.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling