+1,686.6%
TTMI vs FTV
+89.3%
+1,597.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.7% | +3.4% |
| 7D | +12.2% | -0.4% | +12.5% | +12.3% |
| 30D | -5.7% | -8.3% | +2.6% | -0.8% |
| 3M | -27.5% | -7.4% | -20.1% | -25.1% |
| 6M | +47.1% | -1.2% | +48.3% | +45.1% |
| YTD | +87.5% | +2.7% | +84.8% | +77.0% |
| 1Y | +175.2% | +18.4% | +156.8% | +135.7% |
| 3Y | +901.9% | -2.0% | +904.0% | +865.3% |
| 5Y | +843.5% | +3.4% | +840.1% | +765.2% |
| 10Y | +1,077.0% | +78.5% | +998.5% | +700.8% |
| All | +1,686.6% | +89.3% | +1,597.3% | +1,123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling