+148.6%
TE vs FTI
+108.8%
+39.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -4.0% | +5.3% | -9.2% | -4.3% |
| 30D | -15.9% | +15.3% | -31.2% | -16.7% |
| 3M | -60.5% | +15.8% | -76.3% | -61.0% |
| 6M | -35.2% | +22.6% | -57.8% | -36.4% |
| YTD | -31.1% | +79.5% | -110.7% | -21.8% |
| 1Y | +148.6% | +102.0% | +46.6% | +248.7% |
| All | +148.6% | +108.8% | +39.9% | +248.7% |
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