+102.0%
FTI vs PL
+176.6%
-74.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.3% |
| 7D | +5.3% | -9.3% | +14.6% | +5.6% |
| 30D | +15.3% | -18.9% | +34.3% | +16.2% |
| 3M | +15.8% | -58.4% | +74.1% | +19.2% |
| 6M | +22.6% | -30.3% | +52.9% | +24.0% |
| YTD | +79.5% | -8.1% | +87.7% | +80.2% |
| 1Y | +102.0% | +180.5% | -78.5% | +98.9% |
| All | +102.0% | +176.6% | -74.6% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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