+17.4%
TTMI vs FN
-25.5%
+42.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.3% | +4.4% | +3.0% |
| 7D | +11.4% | +0.3% | +11.1% | +11.3% |
| 30D | -28.3% | -16.5% | -11.8% | -15.7% |
| 3M | -46.7% | -42.1% | -4.6% | -18.5% |
| 6M | -56.1% | -52.9% | -3.2% | -23.2% |
| YTD | +7.4% | -28.0% | +35.3% | +26.8% |
| 1Y | +17.4% | -18.5% | +35.9% | +21.7% |
| All | +17.4% | -25.5% | +42.9% | +21.7% |
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