+4,090.6%
TT vs FTI
+1,702.1%
+2,388.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.8% | +1.4% |
| 7D | -2.0% | -7.6% | +5.6% | +0.3% |
| 30D | -14.0% | -7.1% | -6.9% | -12.2% |
| 3M | -15.9% | -8.7% | -7.2% | -13.8% |
| 6M | -17.3% | -14.0% | -3.3% | -14.1% |
| YTD | +4.0% | +42.8% | -38.9% | -7.5% |
| 1Y | -7.1% | +50.4% | -57.5% | -18.7% |
| 3Y | +90.2% | +194.1% | -103.9% | +31.4% |
| 5Y | +131.1% | +775.2% | -644.1% | +5.6% |
| 10Y | +777.7% | +189.2% | +588.5% | +376.6% |
| All | +4,090.6% | +1,702.1% | +2,388.5% | +786.6% |
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