+448.6%
FTI vs TLN
+583.6%
-135.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -0.9% |
| 7D | +5.3% | +7.1% | -1.8% | +4.1% |
| 30D | +15.3% | -3.9% | +19.2% | +15.8% |
| 3M | +15.8% | -16.2% | +31.9% | +18.3% |
| 6M | +22.6% | -5.8% | +28.4% | +21.9% |
| YTD | +79.5% | -15.4% | +95.0% | +80.8% |
| 1Y | +102.0% | -16.7% | +118.7% | +102.3% |
| 3Y | +315.8% | +473.8% | -157.9% | +189.9% |
| All | +448.6% | +583.6% | -135.0% | +261.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling