+407.2%
TTMI vs FN
+106.7%
+300.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.8% | +0.6% | -1.3% |
| 7D | -11.5% | -4.1% | -7.4% | -8.7% |
| 30D | -40.3% | -28.3% | -12.0% | -26.5% |
| 3M | -44.5% | -33.9% | -10.6% | -29.0% |
| 6M | -54.1% | -43.9% | -10.2% | -36.4% |
| YTD | +4.7% | -23.4% | +28.1% | +25.6% |
| 1Y | +3.3% | -25.4% | +28.8% | +26.2% |
| 3Y | +407.2% | +107.9% | +299.3% | +283.1% |
| All | +407.2% | +106.7% | +300.5% | +283.1% |
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