+429.1%
TTMI vs FGI
-16.0%
+445.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -25.2% | +22.3% | -2.3% |
| 7D | +11.4% | -14.4% | +25.8% | +11.7% |
| 30D | -28.3% | -11.8% | -16.5% | -28.1% |
| 3M | -46.7% | -46.2% | -0.4% | -46.1% |
| 6M | -56.1% | +5.2% | -61.3% | -56.9% |
| YTD | +7.4% | +10.5% | -3.2% | +4.6% |
| 1Y | +17.4% | +25.5% | -8.1% | +14.4% |
| 3Y | +429.1% | -16.0% | +445.1% | +431.3% |
| All | +429.1% | -16.0% | +445.1% | +431.3% |
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