+9.1%
TE vs FTI
+212.2%
-203.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -4.0% |
| 7D | -19.1% | +4.3% | -23.4% | -20.7% |
| 30D | -34.1% | -4.7% | -29.5% | -33.0% |
| 3M | -60.1% | -13.5% | -46.6% | -57.6% |
| 6M | -66.0% | -8.7% | -57.2% | -65.1% |
| YTD | -71.4% | +49.0% | -120.4% | -77.4% |
| 1Y | -45.3% | +54.0% | -99.3% | -57.7% |
| 3Y | +9.1% | +211.6% | -202.5% | -46.6% |
| All | +9.1% | +212.2% | -203.1% | -46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling