-44.8%
TE vs FTI
+1,145.2%
-1,190.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.5% | -2.8% |
| 7D | +15.0% | -2.3% | +17.3% | +16.0% |
| 30D | -7.5% | +5.0% | -12.6% | -9.5% |
| 3M | -42.0% | +13.8% | -55.8% | -45.5% |
| 6M | -31.4% | +22.9% | -54.3% | -38.0% |
| YTD | -26.5% | +75.0% | -101.5% | -42.2% |
| 1Y | +153.1% | +96.9% | +56.2% | +87.3% |
| 3Y | -20.7% | +276.7% | -297.4% | -55.9% |
| All | -44.8% | +1,145.2% | -1,190.0% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling