+349.3%
FTI vs TLN
+716.6%
-367.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.6% | +0.5% |
| 7D | +1.4% | +15.9% | -14.5% | -1.0% |
| 30D | -6.3% | -0.3% | -6.0% | -6.4% |
| 3M | -13.1% | +5.8% | -18.9% | -14.4% |
| 6M | -8.0% | -1.2% | -6.7% | -8.9% |
| YTD | +47.1% | +1.0% | +46.0% | +43.3% |
| 1Y | +50.7% | +1.1% | +49.6% | +46.4% |
| 3Y | +209.0% | +591.7% | -382.8% | +106.6% |
| All | +349.3% | +716.6% | -367.3% | +186.6% |
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