-15.2%
FTLF vs SPY
+78.1%
-93.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.4% |
| 7D | +6.3% | +2.6% | +3.7% | +4.8% |
| 30D | -2.2% | -2.0% | -0.2% | -1.1% |
| 3M | -24.2% | -2.8% | -21.4% | -23.0% |
| 6M | -11.0% | +2.1% | -13.2% | -12.2% |
| YTD | -47.9% | +11.5% | -59.4% | -51.3% |
| 1Y | -54.0% | +13.5% | -67.5% | -57.5% |
| 3Y | -15.2% | +77.7% | -92.9% | -29.0% |
| All | -15.2% | +78.1% | -93.3% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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