+1,072.7%
FTI vs TW
+19.6%
+1,053.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.7% |
| 7D | -5.6% | -2.7% | -2.9% | -4.9% |
| 30D | +0.4% | -1.7% | +2.1% | +0.8% |
| 3M | +8.1% | +1.6% | +6.5% | +7.1% |
| 6M | +16.7% | -17.7% | +34.4% | +23.1% |
| YTD | +70.0% | -4.3% | +74.3% | +70.2% |
| 1Y | +85.4% | -13.1% | +98.5% | +91.5% |
| 3Y | +265.9% | +20.3% | +245.6% | +243.6% |
| 5Y | +1,072.7% | +22.0% | +1,050.8% | +896.2% |
| All | +1,072.7% | +19.6% | +1,053.1% | +896.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling