-19.9%
TLT vs FTI
+313.1%
-332.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.6% |
| 7D | -0.3% | -2.3% | +2.1% | -0.4% |
| 30D | 0.0% | +5.0% | -5.1% | +0.3% |
| 3M | -2.9% | +13.8% | -16.7% | -2.0% |
| 6M | -6.3% | +22.9% | -29.2% | -4.9% |
| YTD | -3.3% | +75.0% | -78.3% | +0.2% |
| 1Y | -4.2% | +96.9% | -101.1% | +0.1% |
| 3Y | -1.7% | +276.7% | -278.4% | +8.0% |
| 5Y | -34.9% | +1,157.0% | -1,191.9% | -20.5% |
| All | -19.9% | +313.1% | -332.9% | -7.6% |
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