+2,113.3%
FTI vs TRI
+499.2%
+1,614.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.2% |
| 7D | -5.6% | -14.4% | +8.7% | +2.1% |
| 30D | +0.4% | -8.1% | +8.5% | +4.1% |
| 3M | +8.1% | +17.5% | -9.4% | -4.5% |
| 6M | +16.7% | -5.0% | +21.7% | +13.1% |
| YTD | +70.0% | -24.7% | +94.7% | +82.6% |
| 1Y | +85.4% | -41.5% | +126.9% | +130.9% |
| 3Y | +265.9% | -20.3% | +286.3% | +262.4% |
| 5Y | +1,072.7% | -10.9% | +1,083.7% | +949.9% |
| 10Y | +298.9% | +190.6% | +108.3% | +55.8% |
| All | +2,113.3% | +499.2% | +1,614.1% | +391.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling