+0.7%
TPR vs FTI
-7.1%
+7.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.3% |
| 7D | +6.4% | +1.4% | +5.0% | +7.0% |
| 30D | +13.8% | -6.3% | +20.0% | +12.4% |
| 3M | -16.6% | -13.1% | -3.5% | -18.7% |
| 6M | +0.7% | -8.0% | +8.6% | -1.4% |
| All | +0.7% | -7.1% | +7.8% | -1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling