-7.5%
T vs FTI
+89.7%
-97.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +2.0% |
| 7D | +1.5% | -4.4% | +5.9% | +1.5% |
| 30D | +7.5% | +1.5% | +6.0% | +7.4% |
| 3M | +14.8% | +8.2% | +6.6% | +14.7% |
| 6M | -1.7% | +18.8% | -20.6% | -0.7% |
| YTD | +8.7% | +71.7% | -63.0% | +14.6% |
| 1Y | -7.5% | +90.0% | -97.5% | +1.9% |
| All | -7.5% | +89.7% | -97.1% | +1.9% |
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