+829.0%
TTMI vs FTI
+1,066.8%
-237.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.3% | +3.1% |
| 7D | +0.7% | -4.4% | +5.1% | +2.0% |
| 30D | -8.4% | +1.5% | -9.9% | -8.8% |
| 3M | -32.5% | +8.2% | -40.7% | -34.3% |
| 6M | +32.5% | +18.8% | +13.7% | +25.5% |
| YTD | +83.2% | +71.7% | +11.6% | +57.2% |
| 1Y | +161.7% | +90.0% | +71.6% | +118.1% |
| 3Y | +890.1% | +270.5% | +619.6% | +597.6% |
| All | +829.0% | +1,066.8% | -237.8% | +407.0% |
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