+443.1%
TTMI vs FFIV
+1,828.2%
-1,385.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.3% | +9.0% |
| 7D | +5.9% | -1.0% | +6.8% | +6.2% |
| 30D | -4.3% | -5.1% | +0.8% | -2.5% |
| 3M | -32.0% | -4.5% | -27.6% | -30.8% |
| 6M | +19.5% | +36.5% | -17.0% | +6.7% |
| YTD | +82.0% | +53.0% | +29.1% | +55.4% |
| 1Y | +172.6% | +24.2% | +148.4% | +149.1% |
| 3Y | +744.7% | +137.2% | +607.4% | +512.4% |
| 5Y | +805.6% | +91.8% | +713.8% | +602.3% |
| 10Y | +1,057.6% | +215.2% | +842.4% | +639.2% |
| All | +443.1% | +1,828.2% | -1,385.1% | +17.9% |
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