+128.5%
TLT vs FTI
+1,994.4%
-1,865.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.2% |
| 7D | -1.0% | +1.4% | -2.4% | -0.9% |
| 30D | +3.7% | -6.3% | +9.9% | +3.2% |
| 3M | -0.8% | -13.1% | +12.4% | -1.8% |
| 6M | -3.6% | -8.0% | +4.4% | -4.0% |
| YTD | -3.9% | +47.1% | -51.0% | -0.3% |
| 1Y | -6.2% | +50.7% | -56.9% | -2.4% |
| 3Y | +4.2% | +209.0% | -204.8% | +16.7% |
| 5Y | -34.7% | +847.0% | -881.7% | -16.9% |
| 10Y | -11.8% | +184.3% | -196.1% | +5.9% |
| All | +128.5% | +1,994.4% | -1,865.9% | +246.5% |
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