+6.2%
DT vs FTI
+284.3%
-278.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.8% |
| 7D | -4.9% | -0.2% | -4.7% | -4.8% |
| 30D | +2.7% | +12.3% | -9.6% | +1.1% |
| 3M | +20.0% | +13.8% | +6.2% | +17.5% |
| 6M | +28.0% | +24.3% | +3.7% | +23.0% |
| YTD | +16.0% | +75.8% | -59.7% | +4.0% |
| 1Y | +0.7% | +99.6% | -98.9% | -12.3% |
| 3Y | +6.2% | +278.4% | -272.2% | -14.3% |
| All | +6.2% | +284.3% | -278.1% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling