+240.3%
TTMI vs FFIV
+1,480.3%
-1,240.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.9% | +8.1% | +8.7% |
| 7D | +7.2% | -2.9% | +10.2% | +8.8% |
| 30D | -28.7% | -32.4% | +3.7% | -18.3% |
| 3M | -39.8% | -22.7% | -17.1% | -34.2% |
| 6M | -51.7% | -10.7% | -41.0% | -49.9% |
| YTD | +14.1% | +25.4% | -11.3% | +4.0% |
| 1Y | +16.0% | +34.2% | -18.2% | +3.4% |
| 3Y | +452.7% | +101.2% | +351.5% | +323.2% |
| 5Y | +451.5% | +42.0% | +409.6% | +374.2% |
| 10Y | +443.1% | +126.7% | +316.4% | +286.0% |
| All | +240.3% | +1,480.3% | -1,240.0% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling