+295.8%
FTI vs TRI
+196.2%
+99.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.5% |
| 7D | -4.4% | -7.9% | +3.5% | -2.3% |
| 30D | +1.5% | -4.5% | +6.0% | +2.4% |
| 3M | +8.2% | +22.1% | -13.9% | +0.2% |
| 6M | +18.8% | -2.8% | +21.6% | +17.3% |
| YTD | +71.7% | -23.4% | +95.1% | +83.7% |
| 1Y | +90.0% | -41.5% | +131.6% | +128.4% |
| 3Y | +270.5% | -19.2% | +289.7% | +271.1% |
| 5Y | +1,084.5% | -9.4% | +1,093.9% | +991.8% |
| All | +295.8% | +196.2% | +99.6% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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