+205.3%
FTI vs PL
+540.6%
-335.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | -0.4% |
| 7D | +5.4% | +22.3% | -16.8% | +3.4% |
| 30D | -8.2% | -8.3% | +0.1% | -7.7% |
| 3M | -13.7% | -43.3% | +29.6% | -9.8% |
| 6M | -11.2% | -65.8% | +54.6% | -3.9% |
| YTD | +46.0% | -29.5% | +75.5% | +45.1% |
| 1Y | +51.8% | +11.7% | +40.1% | +43.1% |
| All | +205.3% | +540.6% | -335.2% | +115.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling