+270.5%
FTI vs TRI
-18.9%
+289.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.9% |
| 7D | -4.4% | -7.9% | +3.5% | -4.0% |
| 30D | +1.5% | -4.5% | +6.0% | +1.7% |
| 3M | +8.2% | +22.1% | -13.9% | +6.8% |
| 6M | +18.8% | -2.8% | +21.6% | +19.7% |
| YTD | +71.7% | -23.4% | +95.1% | +80.1% |
| 1Y | +90.0% | -41.5% | +131.6% | +113.4% |
| 3Y | +270.5% | -19.2% | +289.7% | +301.3% |
| All | +270.5% | -18.9% | +289.4% | +301.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling