+1,094.7%
TTMI vs FFIV
+239.4%
+855.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.9% | -7.8% | -6.0% |
| 7D | +7.5% | +3.5% | +4.0% | +5.4% |
| 30D | -4.5% | -1.3% | -3.2% | -3.8% |
| 3M | -28.5% | +2.4% | -30.9% | -29.4% |
| 6M | +28.4% | +41.8% | -13.5% | +6.2% |
| YTD | +80.1% | +58.5% | +21.6% | +39.1% |
| 1Y | +161.0% | +24.3% | +136.7% | +127.5% |
| 3Y | +862.4% | +152.0% | +710.4% | +466.9% |
| 5Y | +812.9% | +99.1% | +713.8% | +490.5% |
| 10Y | +1,094.7% | +242.8% | +852.0% | +347.6% |
| All | +1,094.7% | +239.4% | +855.3% | +347.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling