+369.4%
TTMI vs FN
+101.0%
+268.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +11.7% | -4.8% | 0.0% |
| 7D | -19.8% | 0.0% | -19.8% | -19.6% |
| 30D | -48.1% | -34.3% | -13.8% | -32.9% |
| 3M | -51.2% | -39.9% | -11.4% | -34.3% |
| 6M | -59.6% | -51.8% | -7.8% | -39.3% |
| YTD | -3.6% | -28.1% | +24.5% | +19.8% |
| 1Y | -2.3% | -29.1% | +26.7% | +23.0% |
| 3Y | +369.4% | +102.4% | +266.9% | +280.0% |
| All | +369.4% | +101.0% | +268.4% | +280.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling