+24.2%
FFIV vs TCOM
-42.5%
+66.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -1.0% | -9.5% | +8.6% | 0.0% |
| 30D | -5.1% | -10.7% | +5.7% | -4.1% |
| 3M | -4.5% | -14.6% | +10.2% | -2.9% |
| 6M | +36.5% | -19.3% | +55.8% | +39.7% |
| YTD | +53.0% | -42.9% | +95.9% | +62.7% |
| 1Y | +24.2% | -43.8% | +68.0% | +34.0% |
| All | +24.2% | -42.5% | +66.7% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling