+285.9%
FTI vs BTSG
+421.3%
-135.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.1% | -2.4% |
| 7D | -0.2% | +5.7% | -5.9% | -0.8% |
| 30D | +12.3% | +0.2% | +12.1% | +12.2% |
| 3M | +13.8% | +5.6% | +8.1% | +11.8% |
| 6M | +24.3% | +50.8% | -26.5% | +14.8% |
| YTD | +75.8% | +67.0% | +8.7% | +59.4% |
| 1Y | +99.6% | +145.5% | -45.9% | +69.7% |
| All | +285.9% | +421.3% | -135.4% | +205.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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