+714.1%
TTMI vs FTI
+1,779.9%
-1,065.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -4.9% | -3.7% |
| 7D | +11.4% | +4.3% | +7.1% | +9.6% |
| 30D | -28.3% | -4.7% | -23.6% | -26.2% |
| 3M | -46.7% | -13.5% | -33.1% | -43.0% |
| 6M | -56.1% | -8.7% | -47.4% | -54.4% |
| YTD | +7.4% | +49.0% | -41.6% | -6.7% |
| 1Y | +17.4% | +54.0% | -36.6% | +0.8% |
| 3Y | +429.1% | +211.6% | +217.5% | +240.5% |
| 5Y | +418.8% | +881.9% | -463.1% | +98.5% |
| 10Y | +411.2% | +188.1% | +223.2% | +152.6% |
| All | +714.1% | +1,779.9% | -1,065.8% | +53.8% |
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