+873.0%
TTMI vs FTV
-3.3%
+876.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.4% |
| 7D | +7.5% | -1.3% | +8.8% | +8.0% |
| 30D | -4.5% | -9.5% | +5.0% | -0.2% |
| 3M | -28.5% | -10.9% | -17.6% | -25.3% |
| 6M | +28.4% | -0.6% | +29.0% | +25.7% |
| YTD | +80.1% | +1.4% | +78.7% | +71.1% |
| 1Y | +161.0% | +17.6% | +143.4% | +121.1% |
| All | +873.0% | -3.3% | +876.3% | +812.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling