+4,640.4%
TPR vs FTI
+1,702.1%
+2,938.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.2% | -2.1% |
| 7D | +14.2% | -7.6% | +21.8% | +17.0% |
| 30D | +17.1% | -7.1% | +24.2% | +19.2% |
| 3M | -17.7% | -8.7% | -9.0% | -16.1% |
| 6M | -10.2% | -14.0% | +3.8% | -7.3% |
| YTD | +4.9% | +42.8% | -37.9% | -9.9% |
| 1Y | +36.1% | +50.4% | -14.2% | +14.7% |
| 3Y | +416.5% | +194.1% | +222.3% | +229.7% |
| 5Y | +254.8% | +775.2% | -520.4% | +40.5% |
| 10Y | +391.7% | +189.2% | +202.5% | +146.7% |
| All | +4,640.4% | +1,702.1% | +2,938.3% | +529.3% |
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