+26.8%
TPR vs FTI
+47.5%
-20.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.2% | -0.8% |
| 7D | +14.2% | -7.6% | +21.8% | +14.0% |
| 30D | +17.1% | -7.1% | +24.2% | +16.7% |
| 3M | -17.7% | -8.7% | -9.0% | -18.3% |
| 6M | -10.2% | -14.0% | +3.8% | -9.9% |
| YTD | +4.9% | +42.8% | -37.9% | -6.9% |
| All | +26.8% | +47.5% | -20.7% | +11.0% |
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