+802.2%
TTMI vs FTI
+1,109.5%
-307.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.3% | -0.7% |
| 7D | +6.0% | -5.6% | +11.6% | +7.8% |
| 30D | -6.4% | +0.4% | -6.8% | -6.5% |
| 3M | -28.9% | +8.1% | -37.0% | -30.8% |
| 6M | +26.9% | +16.7% | +10.2% | +20.8% |
| YTD | +77.3% | +70.0% | +7.3% | +52.6% |
| 1Y | +147.5% | +85.4% | +62.1% | +107.8% |
| 3Y | +847.6% | +265.9% | +581.7% | +570.4% |
| 5Y | +802.2% | +1,072.7% | -270.5% | +386.2% |
| All | +802.2% | +1,109.5% | -307.3% | +386.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling