+812.9%
TTMI vs FFIV
+100.0%
+712.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.3% |
| YTD | +80.1% | +58.5% | +21.6% | +38.8% |
| 1Y | +161.0% | +24.3% | +136.7% | +128.3% |
| 3Y | +862.4% | +152.0% | +710.4% | +458.4% |
| 5Y | +812.9% | +99.1% | +713.8% | +455.2% |
| All | +812.9% | +100.0% | +712.9% | +455.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling