+873.0%
TTMI vs FTI
+274.9%
+598.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.7% |
| 7D | +7.5% | -2.3% | +9.8% | +8.6% |
| 30D | -4.5% | +5.0% | -9.5% | -6.5% |
| 3M | -28.5% | +13.8% | -42.4% | -33.1% |
| 6M | +28.4% | +22.9% | +5.5% | +15.8% |
| YTD | +80.1% | +75.0% | +5.1% | +40.2% |
| 1Y | +161.0% | +96.9% | +64.1% | +93.0% |
| All | +873.0% | +274.9% | +598.0% | +455.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling