+625.2%
TEAM vs FTI
+208.0%
+417.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -16.9% | +5.4% | -22.3% | -17.4% |
| 30D | -26.8% | -8.2% | -18.6% | -26.2% |
| 3M | -1.9% | -13.7% | +11.8% | -0.6% |
| 6M | +79.2% | -11.2% | +90.3% | +80.5% |
| YTD | -6.1% | +46.0% | -52.1% | -10.8% |
| 1Y | -2.1% | +51.8% | -53.9% | -7.5% |
| 3Y | -13.6% | +206.7% | -220.3% | -24.7% |
| 5Y | -65.8% | +862.0% | -927.8% | -73.1% |
| 10Y | +454.0% | +182.3% | +271.7% | +384.5% |
| All | +625.2% | +208.0% | +417.2% | +431.9% |
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