+4,571.9%
TT vs FTI
+2,165.1%
+2,406.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -0.2% | +5.3% | -5.5% | -1.8% |
| 30D | -7.4% | +15.3% | -22.7% | -11.4% |
| 3M | -3.2% | +15.8% | -19.0% | -7.7% |
| 6M | +1.1% | +22.6% | -21.5% | -5.6% |
| YTD | +15.6% | +79.5% | -63.9% | -3.8% |
| 1Y | +9.2% | +102.0% | -92.9% | -12.7% |
| 3Y | +124.4% | +315.8% | -191.4% | +39.5% |
| 5Y | +138.0% | +1,129.5% | -991.5% | -2.8% |
| 10Y | +886.4% | +320.9% | +565.4% | +371.5% |
| All | +4,571.9% | +2,165.1% | +2,406.8% | +824.6% |
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