-34.7%
TLT vs FTI
+848.3%
-883.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.1% |
| 7D | -1.0% | +1.4% | -2.4% | -1.0% |
| 30D | +3.7% | -6.3% | +9.9% | +3.4% |
| 3M | -0.8% | -13.1% | +12.4% | -1.3% |
| 6M | -3.6% | -8.0% | +4.4% | -3.8% |
| YTD | -3.9% | +47.1% | -51.0% | -2.3% |
| 1Y | -6.2% | +50.7% | -56.9% | -4.5% |
| 3Y | +4.2% | +209.0% | -204.8% | +10.1% |
| 5Y | -34.7% | +847.0% | -881.7% | -22.9% |
| All | -34.7% | +848.3% | -883.0% | -22.9% |
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