+736.3%
TT vs FTI
+189.4%
+546.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.8% |
| 7D | +4.0% | +4.3% | -0.3% | +3.2% |
| 30D | -11.3% | -4.7% | -6.6% | -10.6% |
| 3M | -12.3% | -13.5% | +1.2% | -10.0% |
| 6M | -10.8% | -8.7% | -2.1% | -9.7% |
| YTD | +8.2% | +49.0% | -40.9% | +0.1% |
| 1Y | +1.5% | +54.0% | -52.6% | -6.8% |
| 3Y | +91.5% | +211.6% | -120.2% | +52.4% |
| 5Y | +130.2% | +881.9% | -751.7% | +43.9% |
| All | +736.3% | +189.4% | +546.9% | +473.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling