+458.8%
TTMI vs FGI
-66.3%
+525.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.2% | -9.3% | -3.2% |
| 7D | +22.6% | +13.5% | +9.1% | +22.2% |
| 30D | -34.3% | +17.1% | -51.4% | -34.6% |
| 3M | -44.8% | +78.0% | -122.8% | -46.6% |
| 6M | -53.3% | +46.4% | -99.7% | -54.8% |
| YTD | +10.6% | +47.7% | -37.2% | +5.7% |
| 1Y | +8.2% | +56.8% | -48.6% | +3.2% |
| 3Y | +435.7% | +12.3% | +423.4% | +406.4% |
| All | +458.8% | -66.3% | +525.1% | +449.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling