+172.6%
TTMI vs FGI
+81.8%
+90.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +7.5% | +1.3% | +8.6% |
| 7D | +5.9% | +0.5% | +5.3% | +5.8% |
| 30D | -4.3% | +65.4% | -69.7% | -7.0% |
| 3M | -32.0% | +23.5% | -55.5% | -33.5% |
| 6M | +19.5% | +60.5% | -41.1% | +14.4% |
| YTD | +82.0% | +30.0% | +52.0% | +75.5% |
| 1Y | +172.6% | +82.1% | +90.6% | +163.1% |
| All | +172.6% | +81.8% | +90.8% | +163.1% |
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