+369.4%
TTMI vs FGI
+1.5%
+367.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.8% | +7.7% | +6.9% |
| 7D | -19.8% | -7.0% | -12.9% | -19.7% |
| 30D | -48.1% | -4.2% | -43.9% | -48.1% |
| 3M | -51.2% | +55.6% | -106.8% | -52.3% |
| 6M | -59.6% | -3.2% | -56.4% | -60.2% |
| YTD | -3.6% | +29.1% | -32.7% | -6.3% |
| 1Y | -2.3% | +51.0% | -53.3% | -5.0% |
| 3Y | +369.4% | +1.5% | +367.9% | +373.9% |
| All | +369.4% | +1.5% | +367.9% | +373.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling