+901.9%
TTMI vs FFIV
+141.9%
+760.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | +12.2% | -1.5% | +13.7% | +13.0% |
| 30D | -5.7% | -2.7% | -3.1% | -4.4% |
| 3M | -27.5% | -1.7% | -25.8% | -26.6% |
| 6M | +47.1% | +36.1% | +11.0% | +27.9% |
| YTD | +87.5% | +52.6% | +34.8% | +52.6% |
| 1Y | +175.2% | +21.5% | +153.7% | +149.6% |
| 3Y | +901.9% | +142.7% | +759.3% | +571.0% |
| All | +901.9% | +141.9% | +760.0% | +571.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling