+123.0%
TT vs FTI
+295.6%
-172.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | 0.0% | +5.3% | -5.3% | -1.2% |
| 30D | -7.2% | +15.3% | -22.5% | -10.2% |
| 3M | -3.0% | +15.8% | -18.7% | -6.5% |
| 6M | +1.4% | +22.6% | -21.2% | -3.9% |
| YTD | +15.9% | +79.5% | -63.7% | +0.8% |
| 1Y | +9.4% | +102.0% | -92.6% | -7.6% |
| All | +123.0% | +295.6% | -172.6% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling