+54.6%
FTI vs TRU
+2.1%
+52.5%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.6% | -7.9% | -2.9% |
| 7D | -9.7% | +10.5% | -20.2% | -8.7% |
| 30D | -8.2% | +28.7% | -36.9% | -6.4% |
| 3M | -7.8% | +0.7% | -8.5% | -7.8% |
| 6M | -13.4% | +19.3% | -32.8% | -12.1% |
| YTD | +45.1% | -3.7% | +48.8% | +49.0% |
| 1Y | +54.6% | +3.4% | +51.2% | +55.6% |
| All | +54.6% | +2.1% | +52.5% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling