+804.9%
TTMI vs FN
+158.4%
+646.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.1% | +5.7% | +7.1% |
| 7D | +5.9% | -1.7% | +7.5% | +7.0% |
| 30D | -4.3% | -22.0% | +17.7% | +9.3% |
| 3M | -32.0% | -43.0% | +11.0% | -8.5% |
| 6M | +19.5% | -27.7% | +47.2% | +42.7% |
| YTD | +82.0% | -10.5% | +92.5% | +96.2% |
| 1Y | +172.6% | +12.5% | +160.1% | +172.0% |
| All | +804.9% | +158.4% | +646.5% | +521.9% |
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 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