+4,259.9%
TPR vs FTI
+2,165.1%
+2,094.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.3% | +5.3% | -7.6% | -4.1% |
| 30D | -23.0% | +15.3% | -38.3% | -27.0% |
| 3M | -12.5% | +15.8% | -28.2% | -17.7% |
| 6M | -21.4% | +22.6% | -44.0% | -28.0% |
| YTD | -3.5% | +79.5% | -83.1% | -22.8% |
| 1Y | +17.4% | +102.0% | -84.7% | -10.4% |
| 3Y | +291.3% | +315.8% | -24.6% | +122.0% |
| 5Y | +241.9% | +1,129.5% | -887.6% | +20.0% |
| 10Y | +322.7% | +320.9% | +1.7% | +86.7% |
| All | +4,259.9% | +2,165.1% | +2,094.7% | +439.5% |
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