+172.6%
TTMI vs FFIV
+25.9%
+146.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.3% | +9.0% |
| 7D | +5.9% | -1.0% | +6.8% | +6.2% |
| 30D | -4.3% | -5.1% | +0.8% | -2.6% |
| 3M | -32.0% | -4.5% | -27.6% | -30.5% |
| 6M | +19.5% | +36.5% | -17.0% | +12.7% |
| YTD | +82.0% | +53.0% | +29.1% | +67.2% |
| 1Y | +172.6% | +24.2% | +148.4% | +150.0% |
| All | +172.6% | +25.9% | +146.7% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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