+1,053.4%
TTMI vs FN
+899.8%
+153.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.1% | +5.7% | +7.4% |
| 7D | +5.9% | -1.7% | +7.5% | +6.8% |
| 30D | -4.3% | -22.0% | +17.7% | +6.9% |
| 3M | -32.0% | -43.0% | +11.0% | -12.6% |
| 6M | +19.5% | -27.7% | +47.2% | +39.5% |
| YTD | +82.0% | -10.5% | +92.5% | +94.3% |
| 1Y | +172.6% | +12.5% | +160.1% | +169.9% |
| 3Y | +744.7% | +153.8% | +590.9% | +479.7% |
| 5Y | +805.6% | +288.0% | +517.6% | +404.5% |
| All | +1,053.4% | +899.8% | +153.6% | +336.2% |
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