+1,036.2%
FTI vs TDY
+39.0%
+997.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.4% |
| 7D | -4.4% | -1.1% | -3.3% | -3.8% |
| 30D | +1.5% | -12.0% | +13.5% | +8.3% |
| 3M | +8.2% | -3.2% | +11.4% | +9.5% |
| 6M | +18.8% | -7.9% | +26.7% | +22.9% |
| YTD | +71.7% | +18.2% | +53.5% | +54.4% |
| 1Y | +90.0% | +6.7% | +83.4% | +80.0% |
| 3Y | +270.5% | +47.5% | +222.9% | +189.3% |
| All | +1,036.2% | +39.0% | +997.2% | +787.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling