+645.1%
TTMI vs FND
+56.5%
+588.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.3% | +3.1% |
| 7D | +0.7% | -5.8% | +6.4% | +2.3% |
| 30D | -8.4% | -20.2% | +11.8% | -2.6% |
| 3M | -32.5% | -12.0% | -20.5% | -30.9% |
| 6M | +32.5% | -18.5% | +51.0% | +37.7% |
| YTD | +83.2% | -22.3% | +105.5% | +92.4% |
| 1Y | +161.7% | -47.6% | +209.3% | +206.4% |
| 3Y | +890.1% | -49.8% | +939.9% | +1,038.5% |
| 5Y | +832.4% | -63.0% | +895.4% | +1,003.4% |
| All | +645.1% | +56.5% | +588.6% | +470.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling