+161.7%
TTMI vs FND
-45.3%
+207.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.3% | +3.1% |
| 7D | +0.7% | -5.8% | +6.4% | +2.1% |
| 30D | -8.4% | -20.2% | +11.8% | -3.4% |
| 3M | -32.5% | -12.0% | -20.5% | -31.2% |
| 6M | +32.5% | -18.5% | +51.0% | +38.3% |
| YTD | +83.2% | -22.3% | +105.5% | +94.6% |
| 1Y | +161.7% | -47.6% | +209.3% | +295.1% |
| All | +161.7% | -45.3% | +207.0% | +295.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling