-1.1%
TLT vs FTI
+284.3%
-285.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | -0.3% | +12.3% | -12.6% | -0.1% |
| 3M | -1.7% | +13.8% | -15.5% | -1.6% |
| 6M | -4.9% | +24.3% | -29.2% | -4.7% |
| YTD | -2.8% | +75.8% | -78.6% | -2.5% |
| 1Y | -4.2% | +99.6% | -103.8% | -3.8% |
| 3Y | -1.1% | +278.4% | -279.5% | -4.7% |
| All | -1.1% | +284.3% | -285.4% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling