+425.5%
FTI vs TMF
-69.2%
+494.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -4.3% | +0.6% | -4.9% | -4.1% |
| 30D | -8.0% | +16.3% | -24.3% | -4.4% |
| 3M | -8.0% | -2.7% | -5.4% | -8.2% |
| 6M | -8.7% | -13.2% | +4.5% | -11.0% |
| YTD | +43.9% | -16.7% | +60.6% | +39.2% |
| 1Y | +49.8% | -22.7% | +72.5% | +42.5% |
| 3Y | +211.7% | -26.1% | +237.8% | +204.2% |
| 5Y | +781.6% | -88.4% | +870.0% | +448.2% |
| 10Y | +180.2% | -81.8% | +262.0% | +129.6% |
| All | +425.5% | -69.2% | +494.7% | +500.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling