+270.5%
FTI vs TW
+19.1%
+251.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | -4.4% | -4.5% | +0.1% | -3.2% |
| 30D | +1.5% | -2.3% | +3.7% | +2.0% |
| 3M | +8.2% | +2.6% | +5.6% | +7.0% |
| 6M | +18.8% | -17.5% | +36.4% | +25.7% |
| YTD | +71.7% | -5.3% | +77.0% | +72.6% |
| 1Y | +90.0% | -14.8% | +104.8% | +99.0% |
| 3Y | +270.5% | +18.8% | +251.7% | +243.9% |
| All | +270.5% | +19.1% | +251.4% | +243.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling