+310.5%
T vs FTI
+1,779.9%
-1,469.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.3% |
| 7D | +2.5% | +4.3% | -1.8% | +1.8% |
| 30D | -3.8% | -4.7% | +0.9% | -3.3% |
| 3M | -8.7% | -13.5% | +4.8% | -6.9% |
| 6M | -8.1% | -8.7% | +0.6% | -7.3% |
| YTD | -6.4% | +49.0% | -55.5% | -13.4% |
| 1Y | -9.8% | +54.0% | -63.8% | -17.0% |
| 3Y | +65.5% | +211.6% | -146.1% | +31.2% |
| 5Y | +57.0% | +881.9% | -824.9% | -3.2% |
| 10Y | +60.8% | +188.1% | -127.3% | +11.7% |
| All | +310.5% | +1,779.9% | -1,469.4% | +65.5% |
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