+1,084.3%
TTMI vs FTV
+80.1%
+1,004.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.2% |
| 7D | +6.0% | -5.2% | +11.2% | +9.4% |
| 30D | -6.4% | -11.5% | +5.1% | +0.6% |
| 3M | -28.9% | -9.0% | -19.9% | -25.7% |
| 6M | +26.9% | -2.0% | +28.9% | +25.8% |
| YTD | +77.3% | -0.9% | +78.2% | +70.9% |
| 1Y | +147.5% | +14.8% | +132.7% | +115.5% |
| 3Y | +847.6% | -5.5% | +853.1% | +832.1% |
| 5Y | +802.2% | -1.9% | +804.1% | +752.8% |
| All | +1,084.3% | +80.1% | +1,004.2% | +741.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling