+1,451.4%
TTMI vs FWONK
+276.9%
+1,174.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -8.4% | -7.7% | -0.7% | -6.1% |
| 3M | -32.5% | +5.7% | -38.2% | -34.6% |
| 6M | +32.5% | +13.5% | +19.0% | +24.7% |
| YTD | +83.2% | -3.0% | +86.2% | +82.0% |
| 1Y | +161.7% | -6.4% | +168.1% | +163.0% |
| 3Y | +890.1% | +43.8% | +846.3% | +740.1% |
| 5Y | +832.4% | +98.6% | +733.9% | +592.4% |
| 10Y | +1,115.8% | +340.0% | +775.8% | +558.9% |
| All | +1,451.4% | +276.9% | +1,174.5% | +715.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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