+328.6%
TMO vs FTI
+305.3%
+23.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.0% |
| 7D | -0.6% | -4.4% | +3.7% | -0.3% |
| 30D | +1.1% | +1.5% | -0.4% | +1.0% |
| 3M | +28.3% | +8.2% | +20.1% | +27.2% |
| 6M | +23.3% | +18.8% | +4.4% | +21.0% |
| YTD | +5.5% | +71.7% | -66.2% | 0.0% |
| 1Y | +24.5% | +90.0% | -65.5% | +16.9% |
| 3Y | +19.6% | +270.5% | -250.9% | +5.2% |
| 5Y | +8.1% | +1,084.5% | -1,076.4% | -14.4% |
| All | +328.6% | +305.3% | +23.4% | +302.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling