+172.6%
TTMI vs FTV
+21.5%
+151.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.1% | +9.9% | +8.7% |
| 7D | +5.9% | -4.6% | +10.5% | +5.3% |
| 30D | -4.3% | -7.2% | +2.9% | -5.2% |
| 3M | -32.0% | -7.3% | -24.8% | -32.2% |
| 6M | +19.5% | -1.6% | +21.1% | +17.7% |
| YTD | +82.0% | +3.3% | +78.7% | +83.3% |
| 1Y | +172.6% | +20.2% | +152.4% | +155.3% |
| All | +172.6% | +21.5% | +151.1% | +155.3% |
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