+15.6%
TFC vs FTI
+1,110.9%
-1,095.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.5% |
| 7D | +2.2% | -0.2% | +2.4% | +2.3% |
| 30D | -2.5% | +12.3% | -14.8% | -5.7% |
| 3M | +4.5% | +13.8% | -9.2% | +0.4% |
| 6M | +11.0% | +24.3% | -13.3% | +3.3% |
| YTD | +5.9% | +75.8% | -69.9% | -10.9% |
| 1Y | +14.6% | +99.6% | -85.1% | -7.5% |
| 3Y | +96.7% | +278.4% | -181.7% | +28.9% |
| 5Y | +15.6% | +1,168.7% | -1,153.1% | -49.7% |
| All | +15.6% | +1,110.9% | -1,095.4% | -49.7% |
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