+1,158.5%
TTMI vs FN
+3,620.5%
-2,462.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.1% | +5.7% | +7.7% |
| 7D | +5.9% | -1.7% | +7.5% | +6.6% |
| 30D | -4.3% | -22.0% | +17.7% | +4.9% |
| 3M | -32.0% | -43.0% | +11.0% | -16.1% |
| 6M | +19.5% | -27.7% | +47.2% | +36.3% |
| YTD | +82.0% | -10.5% | +92.5% | +93.0% |
| 1Y | +172.6% | +12.5% | +160.1% | +171.4% |
| 3Y | +744.7% | +153.8% | +590.9% | +520.9% |
| 5Y | +805.6% | +288.0% | +517.6% | +465.5% |
| 10Y | +1,057.6% | +906.4% | +151.2% | +429.9% |
| All | +1,158.5% | +3,620.5% | -2,462.0% | +355.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling