+10.7%
TTMI vs FFIV
+33.5%
-22.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.4% | -9.7% | -9.9% |
| 7D | -19.2% | -9.8% | -9.4% | -15.7% |
| 30D | -44.9% | -28.1% | -16.8% | -37.7% |
| 3M | -44.7% | -20.0% | -24.7% | -40.6% |
| 6M | -53.4% | -0.1% | -53.3% | -52.2% |
| YTD | +6.3% | +29.2% | -22.8% | -3.6% |
| 1Y | +10.7% | +36.6% | -25.9% | -2.2% |
| All | +10.7% | +33.5% | -22.8% | -2.2% |
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