+434.6%
FTI vs TLN
+589.3%
-154.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | -0.2% |
| 7D | -2.3% | +5.8% | -8.2% | -3.2% |
| 30D | +5.0% | -6.9% | +11.9% | +6.0% |
| 3M | +13.8% | -10.9% | +24.7% | +15.1% |
| 6M | +22.9% | -4.6% | +27.5% | +21.9% |
| YTD | +75.0% | -14.7% | +89.7% | +75.9% |
| 1Y | +96.9% | -17.9% | +114.8% | +97.9% |
| 3Y | +276.7% | +483.9% | -207.1% | +161.1% |
| All | +434.6% | +589.3% | -154.7% | +251.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling