+640.1%
TTMI vs FND
+66.0%
+574.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.7% | +7.1% | +8.4% |
| 7D | +5.9% | -5.2% | +11.1% | +7.4% |
| 30D | -4.3% | -19.9% | +15.6% | +1.6% |
| 3M | -32.0% | +2.7% | -34.8% | -33.5% |
| 6M | +19.5% | -21.7% | +41.1% | +25.9% |
| YTD | +82.0% | -17.5% | +99.5% | +88.1% |
| 1Y | +172.6% | -39.3% | +211.9% | +205.8% |
| 3Y | +744.7% | -49.8% | +794.4% | +871.6% |
| 5Y | +805.6% | -60.1% | +865.6% | +950.0% |
| All | +640.1% | +66.0% | +574.1% | +457.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling