+16.0%
TTMI vs FN
-19.6%
+35.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.9% | +3.1% | +4.2% |
| 7D | +7.2% | +8.0% | -0.8% | +1.1% |
| 30D | -28.7% | -19.1% | -9.5% | -14.5% |
| 3M | -39.8% | -29.8% | -10.0% | -20.9% |
| 6M | -51.7% | -43.2% | -8.5% | -27.3% |
| YTD | +14.1% | -18.9% | +33.0% | +22.6% |
| 1Y | +16.0% | -17.9% | +33.8% | +20.9% |
| All | +16.0% | -19.6% | +35.5% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling