+808.8%
TTMI vs FN
+289.0%
+519.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.1% | +5.7% | +7.3% |
| 7D | +5.9% | -1.7% | +7.5% | +6.9% |
| 30D | -4.3% | -22.0% | +17.7% | +8.0% |
| 3M | -32.0% | -43.0% | +11.0% | -10.8% |
| 6M | +19.5% | -27.7% | +47.2% | +41.0% |
| YTD | +82.0% | -10.5% | +92.5% | +95.5% |
| 1Y | +172.6% | +12.5% | +160.1% | +171.9% |
| 3Y | +744.7% | +153.8% | +590.9% | +493.3% |
| All | +808.8% | +289.0% | +519.8% | +407.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling