+2,039.4%
FTI vs TDY
+3,408.8%
-1,369.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -5.6% | -1.9% | -3.7% | -4.7% |
| 30D | +0.4% | -12.5% | +12.9% | +7.7% |
| 3M | +8.1% | -0.8% | +8.9% | +8.1% |
| 6M | +16.7% | -9.0% | +25.7% | +21.5% |
| YTD | +70.0% | +16.8% | +53.2% | +54.5% |
| 1Y | +85.4% | +9.5% | +76.0% | +73.4% |
| 3Y | +265.9% | +45.4% | +220.5% | +191.1% |
| 5Y | +1,072.7% | +37.8% | +1,034.9% | +847.9% |
| 10Y | +298.9% | +470.2% | -171.3% | +70.1% |
| All | +2,039.4% | +3,408.8% | -1,369.5% | +421.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling