+19.6%
TMO vs FTI
+267.9%
-248.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.0% |
| 7D | -0.6% | -4.4% | +3.7% | 0.0% |
| 30D | +1.1% | +1.5% | -0.4% | +0.9% |
| 3M | +28.3% | +8.2% | +20.1% | +26.6% |
| 6M | +23.3% | +18.8% | +4.4% | +19.3% |
| YTD | +5.5% | +71.7% | -66.2% | -4.3% |
| 1Y | +24.5% | +90.0% | -65.5% | +11.0% |
| 3Y | +19.6% | +270.5% | -250.9% | -4.2% |
| All | +19.6% | +267.9% | -248.3% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling