+427.9%
TTMI vs FFIV
+42.4%
+385.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +2.2% | +11.0% | +12.1% |
| 7D | -1.6% | -2.1% | +0.5% | +0.1% |
| 30D | -37.7% | -33.8% | -4.0% | -23.5% |
| 3M | -45.1% | -20.6% | -24.5% | -38.9% |
| 6M | -52.1% | -10.2% | -41.9% | -49.9% |
| YTD | +9.2% | +24.5% | -15.3% | -6.2% |
| 1Y | +12.9% | +29.3% | -16.4% | -4.9% |
| 3Y | +445.5% | +103.8% | +341.7% | +243.5% |
| 5Y | +427.9% | +40.9% | +387.0% | +261.3% |
| All | +427.9% | +42.4% | +385.5% | +261.3% |
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