+370.0%
T vs FTI
+2,165.1%
-1,795.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -1.3% | +5.3% | -6.5% | -2.1% |
| 30D | +11.4% | +15.3% | -4.0% | +8.7% |
| 3M | +14.3% | +15.8% | -1.5% | +11.2% |
| 6M | -9.3% | +22.6% | -31.8% | -12.7% |
| YTD | +7.1% | +79.5% | -72.4% | -3.6% |
| 1Y | -9.1% | +102.0% | -111.1% | -20.0% |
| 3Y | +105.3% | +315.8% | -210.5% | +55.0% |
| 5Y | +66.8% | +1,129.5% | -1,062.7% | -1.0% |
| 10Y | +66.8% | +320.9% | -254.2% | +8.2% |
| All | +370.0% | +2,165.1% | -1,795.2% | +84.3% |
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