+203.6%
TGT vs FTI
+305.3%
-101.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -5.2% | -4.4% | -0.9% | -4.6% |
| 30D | +1.2% | +1.5% | -0.3% | +0.9% |
| 3M | +18.4% | +8.2% | +10.2% | +16.7% |
| 6M | +33.4% | +18.8% | +14.6% | +29.5% |
| YTD | +63.8% | +71.7% | -7.9% | +50.5% |
| 1Y | +77.2% | +90.0% | -12.9% | +60.0% |
| 3Y | +41.8% | +270.5% | -228.7% | +14.9% |
| 5Y | -25.5% | +1,084.5% | -1,110.1% | -49.7% |
| All | +203.6% | +305.3% | -101.7% | +135.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling