+297.5%
FTI vs TMF
-86.8%
+384.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -0.2% | +1.0% | -1.2% | 0.0% |
| 30D | +12.3% | -1.8% | +14.2% | +12.1% |
| 3M | +13.8% | -8.2% | +22.0% | +12.1% |
| 6M | +24.3% | -19.5% | +43.8% | +19.5% |
| YTD | +75.8% | -16.0% | +91.7% | +70.7% |
| 1Y | +99.6% | -22.5% | +122.1% | +91.1% |
| 3Y | +278.4% | -42.3% | +320.7% | +248.5% |
| 5Y | +1,168.7% | -87.7% | +1,256.4% | +682.4% |
| 10Y | +297.5% | -86.5% | +384.0% | +207.2% |
| All | +297.5% | -86.8% | +384.3% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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