+865.5%
TER vs FTI
+2,165.1%
-1,299.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.6% |
| 7D | +0.6% | +5.3% | -4.7% | -1.3% |
| 30D | -8.3% | +15.3% | -23.6% | -13.1% |
| 3M | -12.2% | +15.8% | -28.0% | -17.0% |
| 6M | +17.1% | +22.6% | -5.5% | +8.0% |
| YTD | +84.7% | +79.5% | +5.1% | +48.4% |
| 1Y | +199.9% | +102.0% | +97.9% | +129.7% |
| 3Y | +232.8% | +315.8% | -83.1% | +88.0% |
| 5Y | +198.6% | +1,129.5% | -930.9% | +3.5% |
| 10Y | +1,669.7% | +320.9% | +1,348.8% | +643.1% |
| All | +865.5% | +2,165.1% | -1,299.6% | +23.5% |
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 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