+280.4%
TFC vs FTI
+2,165.1%
-1,884.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +2.4% | +5.3% | -2.9% | +0.7% |
| 30D | -1.3% | +15.3% | -16.6% | -6.0% |
| 3M | +6.1% | +15.8% | -9.7% | +0.4% |
| 6M | +7.3% | +22.6% | -15.2% | -0.7% |
| YTD | +8.2% | +79.5% | -71.4% | -12.0% |
| 1Y | +14.4% | +102.0% | -87.6% | -10.9% |
| 3Y | +93.7% | +315.8% | -222.1% | +14.7% |
| 5Y | +16.4% | +1,129.5% | -1,113.1% | -54.9% |
| 10Y | +101.6% | +320.9% | -219.4% | -5.6% |
| All | +280.4% | +2,165.1% | -1,884.8% | +3.8% |
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 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