+295.2%
FTI vs TMF
-41.6%
+336.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +5.3% | -1.4% | +6.7% | +5.2% |
| 30D | +15.3% | -2.8% | +18.2% | +15.3% |
| 3M | +15.8% | -10.9% | +26.7% | +15.5% |
| 6M | +22.6% | -21.3% | +43.9% | +22.2% |
| YTD | +79.5% | -15.9% | +95.4% | +79.1% |
| 1Y | +102.0% | -15.7% | +117.8% | +101.3% |
| All | +295.2% | -41.6% | +336.8% | +271.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling