+429.1%
TTMI vs FND
-39.5%
+468.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.3% |
| 7D | +11.4% | -6.8% | +18.2% | +13.6% |
| 30D | -28.3% | +8.0% | -36.3% | -30.8% |
| 3M | -46.7% | -18.9% | -27.7% | -43.7% |
| 6M | -56.1% | +4.7% | -60.8% | -58.4% |
| YTD | +7.4% | -21.6% | +28.9% | +12.1% |
| 1Y | +17.4% | -22.0% | +39.4% | +22.6% |
| 3Y | +429.1% | -40.4% | +469.6% | +487.0% |
| All | +429.1% | -39.5% | +468.7% | +487.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling