+172.6%
TTMI vs FTI
+108.8%
+63.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.1% | +9.0% |
| 7D | +5.9% | +5.3% | +0.6% | +2.9% |
| 30D | -4.3% | +15.3% | -19.6% | -11.1% |
| 3M | -32.0% | +15.8% | -47.8% | -37.2% |
| 6M | +19.5% | +22.6% | -3.1% | +4.1% |
| YTD | +82.0% | +79.5% | +2.5% | +34.5% |
| 1Y | +172.6% | +102.0% | +70.6% | +93.2% |
| All | +172.6% | +108.8% | +63.9% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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