+1,056.3%
FTI vs PL
+84.9%
+971.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | +5.3% | -9.3% | +14.6% | +6.2% |
| 30D | +15.3% | -18.9% | +34.3% | +17.5% |
| 3M | +15.8% | -58.4% | +74.1% | +24.7% |
| 6M | +22.6% | -30.3% | +52.9% | +23.7% |
| YTD | +79.5% | -8.1% | +87.7% | +75.1% |
| 1Y | +102.0% | +180.5% | -78.5% | +70.4% |
| 3Y | +315.8% | +444.1% | -128.3% | +203.9% |
| 5Y | +1,129.5% | +83.0% | +1,046.5% | +908.8% |
| All | +1,056.3% | +84.9% | +971.4% | +844.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling