+25.8%
TMO vs FTI
+108.8%
-82.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.4% | +5.3% | -6.6% | -1.5% |
| 30D | +6.2% | +15.3% | -9.1% | +5.7% |
| 3M | +27.5% | +15.8% | +11.7% | +26.8% |
| 6M | +20.0% | +22.6% | -2.6% | +17.1% |
| YTD | +6.1% | +79.5% | -73.4% | -2.2% |
| 1Y | +25.8% | +102.0% | -76.2% | +14.4% |
| All | +25.8% | +108.8% | -82.9% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling