-53.2%
TE vs FTI
+439.9%
-493.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -4.0% | +5.3% | -9.2% | -5.0% |
| 30D | -15.9% | +15.3% | -31.2% | -18.4% |
| 3M | -60.5% | +15.8% | -76.3% | -61.8% |
| 6M | -35.2% | +22.6% | -57.8% | -38.1% |
| YTD | -31.1% | +79.5% | -110.7% | -38.6% |
| 1Y | +148.6% | +102.0% | +46.6% | +115.6% |
| 3Y | -26.4% | +315.8% | -342.2% | -43.6% |
| 5Y | -48.0% | +1,129.5% | -1,177.5% | -64.5% |
| All | -53.2% | +439.9% | -493.1% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling