+10.7%
TTMI vs FTV
+37.8%
-27.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.3% | -12.4% | -9.6% |
| 7D | -19.2% | +6.6% | -25.8% | -18.1% |
| 30D | -44.9% | +19.1% | -64.0% | -43.1% |
| 3M | -44.7% | +13.1% | -57.8% | -43.5% |
| 6M | -53.4% | +14.0% | -67.4% | -52.0% |
| YTD | +6.3% | +24.2% | -17.8% | +12.2% |
| 1Y | +10.7% | +36.4% | -25.7% | +17.6% |
| All | +10.7% | +37.8% | -27.1% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling