-6.4%
T vs FTI
+57.1%
-63.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.4% | +5.4% | +2.0% |
| 7D | +5.5% | -9.7% | +15.1% | +5.2% |
| 30D | -8.9% | -8.2% | -0.7% | -8.9% |
| 3M | -5.6% | -7.8% | +2.3% | -5.7% |
| 6M | -14.3% | -13.4% | -0.9% | -14.5% |
| YTD | -7.9% | +45.1% | -53.0% | -6.6% |
| 1Y | -6.4% | +54.6% | -61.0% | -3.6% |
| All | -6.4% | +57.1% | -63.5% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling