+361.2%
FTI vs TW
+211.4%
+149.8%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.1% |
| 7D | -0.2% | -3.5% | +3.3% | +1.0% |
| 30D | +12.3% | +0.5% | +11.8% | +12.1% |
| 3M | +13.8% | +4.9% | +8.8% | +11.0% |
| 6M | +24.3% | -17.1% | +41.4% | +31.6% |
| YTD | +75.8% | -3.9% | +79.6% | +75.3% |
| 1Y | +99.6% | -13.3% | +112.9% | +106.5% |
| 3Y | +278.4% | +20.9% | +257.5% | +242.7% |
| 5Y | +1,168.7% | +20.5% | +1,148.2% | +1,016.5% |
| All | +361.2% | +211.4% | +149.8% | +158.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling