+802.2%
TTMI vs FND
-62.8%
+865.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.1% |
| 7D | +6.0% | -5.1% | +11.1% | +7.7% |
| 30D | -6.4% | -22.5% | +16.1% | +0.9% |
| 3M | -28.9% | -5.0% | -23.9% | -28.9% |
| 6M | +26.9% | -21.5% | +48.4% | +33.9% |
| YTD | +77.3% | -23.0% | +100.3% | +87.5% |
| 1Y | +147.5% | -44.9% | +192.4% | +189.8% |
| 3Y | +847.6% | -50.0% | +897.6% | +1,002.6% |
| 5Y | +802.2% | -63.3% | +865.5% | +923.1% |
| All | +802.2% | -62.8% | +865.0% | +923.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling