+417.0%
TTMI vs FTV
+17.3%
+399.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | +11.4% | +3.9% | +7.5% | +9.1% |
| 30D | -28.3% | +18.7% | -47.0% | -35.1% |
| 3M | -46.7% | +10.0% | -56.7% | -49.5% |
| 6M | -56.1% | +14.6% | -70.7% | -60.0% |
| YTD | +7.4% | +23.4% | -16.1% | -9.4% |
| 1Y | +17.4% | +31.3% | -13.9% | -5.5% |
| 3Y | +429.1% | +39.8% | +389.3% | +298.9% |
| All | +417.0% | +17.3% | +399.6% | +286.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling