+350.5%
FTI vs TW
+206.7%
+143.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | -4.4% | -4.5% | +0.1% | -2.9% |
| 30D | +1.5% | -2.3% | +3.7% | +2.2% |
| 3M | +8.2% | +2.6% | +5.6% | +6.5% |
| 6M | +18.8% | -17.5% | +36.4% | +26.1% |
| YTD | +71.7% | -5.3% | +77.0% | +72.1% |
| 1Y | +90.0% | -14.8% | +104.8% | +97.9% |
| 3Y | +270.5% | +18.8% | +251.7% | +237.6% |
| 5Y | +1,084.5% | +20.7% | +1,063.8% | +940.7% |
| All | +350.5% | +206.7% | +143.7% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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