+306.1%
T vs FTI
+1,731.3%
-1,425.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.5% |
| 7D | +2.6% | -3.3% | +5.9% | +3.1% |
| 30D | -1.1% | -7.2% | +6.1% | -0.1% |
| 3M | -7.7% | -12.9% | +5.1% | -6.0% |
| 6M | -10.6% | -7.9% | -2.8% | -10.0% |
| YTD | -7.5% | +45.2% | -52.6% | -14.0% |
| 1Y | -7.4% | +48.1% | -55.5% | -14.3% |
| 3Y | +63.1% | +205.0% | -141.9% | +29.7% |
| 5Y | +55.2% | +838.8% | -783.6% | -3.5% |
| 10Y | +58.8% | +174.8% | -116.0% | +11.3% |
| All | +306.1% | +1,731.3% | -1,425.3% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling