+131.2%
TLT vs FTI
+2,457.2%
-2,326.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.1% |
| 7D | -0.4% | +5.3% | -5.7% | 0.0% |
| 30D | -0.6% | +15.3% | -15.9% | +0.7% |
| 3M | -2.7% | +15.8% | -18.5% | -1.4% |
| 6M | -5.6% | +22.6% | -28.2% | -3.7% |
| YTD | -2.8% | +79.5% | -82.3% | +2.5% |
| 1Y | -1.4% | +102.0% | -103.5% | +5.1% |
| 3Y | -1.6% | +315.8% | -317.4% | +13.1% |
| 5Y | -33.8% | +1,129.5% | -1,163.3% | -13.8% |
| 10Y | -21.1% | +320.9% | -342.1% | -1.7% |
| All | +131.2% | +2,457.2% | -2,326.0% | +256.2% |
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