+449.9%
TTMI vs FN
+837.6%
-387.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +11.9% | +1.4% | +7.4% |
| 7D | -1.6% | +16.3% | -17.9% | -8.2% |
| 30D | -37.7% | -24.7% | -13.0% | -27.5% |
| 3M | -45.1% | -34.9% | -10.2% | -31.9% |
| 6M | -52.1% | -41.1% | -11.0% | -38.0% |
| YTD | +9.2% | -19.6% | +28.8% | +24.8% |
| 1Y | +12.9% | -18.5% | +31.4% | +29.5% |
| 3Y | +445.5% | +119.1% | +326.3% | +301.7% |
| 5Y | +427.9% | +206.9% | +220.9% | +224.2% |
| 10Y | +449.9% | +826.4% | -376.6% | +121.4% |
| All | +449.9% | +837.6% | -387.7% | +121.4% |
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