+10.7%
TTMI vs FGI
+38.7%
-28.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -5.0% | -5.1% | -9.9% |
| 7D | -19.2% | +3.3% | -22.5% | -19.3% |
| 30D | -44.9% | -2.0% | -42.8% | -44.8% |
| 3M | -44.7% | +60.3% | -105.0% | -47.0% |
| 6M | -53.4% | +0.7% | -54.1% | -54.2% |
| YTD | +6.3% | +30.2% | -23.8% | +0.7% |
| 1Y | +10.7% | +44.4% | -33.7% | -4.1% |
| All | +10.7% | +38.7% | -28.0% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling