+2,879.7%
TMO vs FTI
+2,107.5%
+772.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | -0.5% | -2.3% | +1.9% | 0.0% |
| 30D | +1.0% | +5.0% | -4.0% | 0.0% |
| 3M | +22.7% | +13.8% | +8.9% | +19.2% |
| 6M | +19.0% | +22.9% | -3.9% | +13.5% |
| YTD | +4.7% | +75.0% | -70.2% | -6.8% |
| 1Y | +26.0% | +96.9% | -70.9% | +9.3% |
| 3Y | +18.0% | +276.7% | -258.7% | -11.8% |
| 5Y | +8.0% | +1,157.0% | -1,149.0% | -39.6% |
| 10Y | +333.8% | +310.7% | +23.1% | +171.5% |
| All | +2,879.7% | +2,107.5% | +772.2% | +811.8% |
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