+187.6%
TTMI vs FE
+463.1%
-275.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.4% | +7.3% | +7.1% |
| 7D | -19.8% | 0.0% | -19.8% | -19.9% |
| 30D | -48.1% | +5.2% | -53.3% | -49.4% |
| 3M | -51.2% | 0.0% | -51.2% | -51.5% |
| 6M | -59.6% | +5.0% | -64.6% | -60.9% |
| YTD | -3.6% | +7.9% | -11.5% | -7.9% |
| 1Y | -2.3% | +6.3% | -8.7% | -6.2% |
| 3Y | +369.4% | +46.0% | +323.4% | +287.7% |
| 5Y | +365.4% | +45.6% | +319.8% | +281.2% |
| 10Y | +413.2% | +109.3% | +303.9% | +236.0% |
| All | +187.6% | +463.1% | -275.5% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling