+0.2%
FTCA vs SPY
+14.2%
-13.9%
-3.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -1.1% | +0.3% | -1.3% | -1.1% |
| 30D | -1.5% | +0.2% | -1.7% | -1.5% |
| 3M | -2.2% | +2.8% | -5.0% | -2.5% |
| 6M | -1.3% | +14.3% | -15.5% | -2.5% |
| YTD | +0.2% | +14.0% | -13.8% | -1.1% |
| All | +0.2% | +14.2% | -13.9% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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