+63.1%
T vs FTI
+209.3%
-146.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.6% |
| 7D | +2.6% | -3.3% | +5.9% | +2.6% |
| 30D | -1.1% | -7.2% | +6.1% | -1.0% |
| 3M | -7.7% | -12.9% | +5.1% | -7.6% |
| 6M | -10.6% | -7.9% | -2.8% | -10.6% |
| YTD | -7.5% | +45.2% | -52.6% | -7.8% |
| 1Y | -7.4% | +48.1% | -55.5% | -7.8% |
| 3Y | +63.1% | +205.0% | -141.9% | +61.2% |
| All | +63.1% | +209.3% | -146.2% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling