+1,750.9%
FTI vs COO
+997.0%
+754.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | +1.4% | -2.3% | +3.7% | +2.1% |
| 30D | -6.3% | +13.3% | -19.5% | -10.5% |
| 3M | -13.1% | -18.1% | +5.0% | -8.2% |
| 6M | -8.0% | +6.7% | -14.7% | -11.8% |
| YTD | +47.1% | -23.2% | +70.3% | +57.2% |
| 1Y | +50.7% | -12.3% | +63.0% | +53.6% |
| 3Y | +209.0% | -23.6% | +232.5% | +220.2% |
| 5Y | +847.0% | -38.7% | +885.7% | +940.5% |
| 10Y | +184.3% | +42.2% | +142.1% | +137.8% |
| All | +1,750.9% | +997.0% | +754.0% | +633.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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