+476.6%
TTMI vs FGI
-68.3%
+544.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.9% | +3.1% | +8.8% |
| 7D | +7.2% | +6.9% | +0.4% | +7.1% |
| 30D | -28.7% | +3.9% | -32.6% | -28.7% |
| 3M | -39.8% | +74.3% | -114.1% | -41.8% |
| 6M | -51.7% | +28.9% | -80.7% | -53.1% |
| YTD | +14.1% | +39.1% | -25.1% | +9.2% |
| 1Y | +16.0% | +49.3% | -33.4% | +10.8% |
| 3Y | +452.7% | +5.7% | +446.9% | +423.4% |
| All | +476.6% | -68.3% | +544.8% | +467.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling