+1,321.4%
TTMI vs FTI
+2,117.5%
-796.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.1% | +5.1% | +3.8% |
| 7D | +12.2% | -0.2% | +12.3% | +12.2% |
| 30D | -5.7% | +12.3% | -18.1% | -9.9% |
| 3M | -27.5% | +13.8% | -41.2% | -31.3% |
| 6M | +47.1% | +24.3% | +22.9% | +34.8% |
| YTD | +87.5% | +75.8% | +11.7% | +51.4% |
| 1Y | +175.2% | +99.6% | +75.6% | +111.4% |
| 3Y | +901.9% | +278.4% | +623.5% | +490.6% |
| 5Y | +843.5% | +1,168.7% | -325.2% | +219.7% |
| 10Y | +1,077.0% | +297.5% | +779.5% | +400.2% |
| All | +1,321.4% | +2,117.5% | -796.0% | +149.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling