+16.8%
FTCB vs SPY
+81.1%
-64.3%
-5.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.2% | +0.5% | -0.3% | +0.2% |
| 30D | -0.4% | -0.9% | +0.6% | -0.3% |
| 3M | -0.2% | +3.9% | -4.1% | -0.4% |
| 6M | -1.3% | +14.5% | -15.8% | -1.8% |
| YTD | -0.4% | +12.9% | -13.3% | -1.0% |
| 1Y | +0.7% | +19.4% | -18.6% | 0.0% |
| All | +16.8% | +81.1% | -64.3% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling