+187.6%
TTMI vs FE
+457.5%
-269.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.4% | +8.3% | +7.4% |
| 7D | -19.8% | -1.0% | -18.8% | -19.6% |
| 30D | -48.1% | +4.1% | -52.3% | -49.3% |
| 3M | -51.2% | -1.0% | -50.2% | -51.4% |
| 6M | -59.6% | +4.0% | -63.6% | -60.7% |
| YTD | -3.6% | +6.8% | -10.4% | -7.5% |
| 1Y | -2.3% | +5.3% | -7.6% | -5.8% |
| 3Y | +369.4% | +44.6% | +324.8% | +289.0% |
| 5Y | +365.4% | +44.2% | +321.2% | +282.5% |
| 10Y | +413.2% | +107.3% | +305.9% | +237.2% |
| All | +187.6% | +457.5% | -269.9% | +10.1% |
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