+2,112.4%
FTI vs TD
+2,298.5%
-186.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.3% |
| 7D | -0.2% | +0.9% | -1.0% | -0.9% |
| 30D | +12.3% | -0.7% | +13.0% | +12.8% |
| 3M | +13.8% | +6.3% | +7.5% | +7.3% |
| 6M | +24.3% | +27.9% | -3.6% | -0.2% |
| YTD | +75.8% | +29.8% | +46.0% | +39.3% |
| 1Y | +99.6% | +63.7% | +36.0% | +29.7% |
| 3Y | +278.4% | +128.3% | +150.1% | +81.0% |
| 5Y | +1,168.7% | +125.5% | +1,043.2% | +518.0% |
| 10Y | +297.5% | +296.7% | +0.8% | +32.9% |
| All | +2,112.4% | +2,298.5% | -186.1% | +202.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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