-65.4%
TEAM vs FTI
+886.2%
-951.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.9% |
| 7D | -2.4% | +4.3% | -6.7% | -3.2% |
| 30D | -26.7% | -4.7% | -22.1% | -26.2% |
| 3M | -9.6% | -13.5% | +3.9% | -7.4% |
| 6M | +86.0% | -8.7% | +94.8% | +87.6% |
| YTD | -7.5% | +49.0% | -56.5% | -17.9% |
| 1Y | -1.4% | +54.0% | -55.4% | -13.3% |
| 3Y | -14.3% | +211.6% | -225.9% | -37.5% |
| All | -65.4% | +886.2% | -951.6% | -80.8% |
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