+240.4%
TPR vs FTI
+1,129.5%
-889.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.3% | +5.3% | -7.6% | -3.4% |
| 30D | -23.0% | +15.3% | -38.3% | -25.4% |
| 3M | -12.5% | +15.8% | -28.2% | -15.8% |
| 6M | -21.4% | +22.6% | -44.0% | -25.6% |
| YTD | -3.5% | +79.5% | -83.1% | -16.2% |
| 1Y | +17.4% | +102.0% | -84.7% | -1.1% |
| 3Y | +291.3% | +315.8% | -24.6% | +175.6% |
| All | +240.4% | +1,129.5% | -889.1% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling