+117.6%
DT vs FTI
+316.0%
-198.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -3.3% | +5.3% | -8.6% | -4.1% |
| 30D | +2.0% | +15.3% | -13.3% | -0.4% |
| 3M | +20.0% | +15.8% | +4.2% | +16.6% |
| 6M | +39.3% | +22.6% | +16.7% | +33.6% |
| YTD | +19.8% | +79.5% | -59.8% | +7.3% |
| 1Y | +4.3% | +102.0% | -97.7% | -8.8% |
| 3Y | +7.7% | +315.8% | -308.1% | -18.2% |
| 5Y | -26.8% | +1,129.5% | -1,156.3% | -55.3% |
| All | +117.6% | +316.0% | -198.4% | +54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling