+36.6%
FFIV vs TCOM
-39.6%
+76.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.7% |
| 7D | -9.8% | +10.7% | -20.5% | -10.6% |
| 30D | -28.1% | +10.1% | -38.1% | -28.6% |
| 3M | -20.0% | -8.9% | -11.2% | -19.4% |
| 6M | -0.1% | -19.2% | +19.1% | +2.5% |
| YTD | +29.2% | -40.6% | +69.8% | +36.6% |
| 1Y | +36.6% | -39.0% | +75.6% | +44.7% |
| All | +36.6% | -39.6% | +76.2% | +44.7% |
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