-53.4%
TE vs FTI
+411.1%
-464.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.9% | -3.9% | -6.2% |
| 7D | +0.9% | -5.6% | +6.5% | +2.0% |
| 30D | -16.3% | +0.4% | -16.7% | -16.4% |
| 3M | -40.8% | +8.1% | -48.9% | -41.9% |
| 6M | -42.6% | +16.7% | -59.3% | -44.7% |
| YTD | -31.4% | +70.0% | -101.4% | -38.2% |
| 1Y | +144.9% | +85.4% | +59.5% | +116.0% |
| 3Y | -26.0% | +265.9% | -291.9% | -42.2% |
| 5Y | -48.5% | +1,072.7% | -1,121.2% | -64.5% |
| All | -53.4% | +411.1% | -464.4% | -67.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling