+199.8%
TER vs FTI
+108.8%
+91.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.6% |
| 7D | +0.6% | +5.3% | -4.7% | -2.2% |
| 30D | -8.3% | +15.3% | -23.6% | -14.7% |
| 3M | -12.2% | +15.8% | -28.0% | -18.8% |
| 6M | +17.0% | +22.6% | -5.6% | +1.7% |
| YTD | +84.6% | +79.5% | +5.1% | +39.9% |
| 1Y | +199.8% | +102.0% | +97.8% | +116.2% |
| All | +199.8% | +108.8% | +91.1% | +116.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling