-24.5%
TE vs FTI
+264.2%
-288.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.9% | -3.9% | -5.4% |
| 7D | +0.9% | -5.6% | +6.5% | +3.5% |
| 30D | -16.3% | +0.4% | -16.7% | -16.6% |
| 3M | -40.8% | +8.1% | -48.9% | -43.5% |
| 6M | -42.6% | +16.7% | -59.3% | -47.8% |
| YTD | -31.4% | +70.0% | -101.4% | -47.5% |
| 1Y | +144.9% | +85.4% | +59.5% | +78.2% |
| All | -24.5% | +264.2% | -288.7% | -60.5% |
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 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