+396.5%
TTMI vs FN
+700.1%
-303.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.3% | +4.4% | +0.7% |
| 7D | +11.4% | +0.3% | +11.1% | +11.5% |
| 30D | -28.3% | -16.5% | -11.8% | -20.3% |
| 3M | -46.7% | -42.1% | -4.6% | -29.9% |
| 6M | -56.1% | -52.9% | -3.2% | -36.9% |
| YTD | +7.4% | -28.0% | +35.3% | +29.5% |
| 1Y | +17.4% | -18.5% | +35.9% | +36.1% |
| 3Y | +429.1% | +93.9% | +335.3% | +313.8% |
| 5Y | +418.8% | +170.5% | +248.3% | +239.0% |
| All | +396.5% | +700.1% | -303.6% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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