-5.7%
DT vs FTI
+57.1%
-62.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.8% | -0.8% |
| 7D | -25.5% | -9.7% | -15.9% | -26.2% |
| 30D | -22.3% | -8.2% | -14.1% | -22.9% |
| 3M | +2.3% | -7.8% | +10.2% | +1.5% |
| 6M | +20.7% | -13.4% | +34.1% | +19.5% |
| YTD | +7.9% | +45.1% | -37.1% | +6.6% |
| 1Y | -5.7% | +54.6% | -60.3% | -11.8% |
| All | -5.7% | +57.1% | -62.8% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling