+117.8%
FFIV vs TCOM
+5.9%
+111.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.5% | -2.8% |
| 7D | -0.5% | -1.8% | +1.2% | -0.3% |
| 30D | -32.4% | +12.1% | -44.5% | -33.6% |
| 3M | -25.7% | -3.2% | -22.5% | -25.5% |
| 6M | -13.5% | -16.6% | +3.1% | -11.5% |
| YTD | +21.1% | -39.4% | +60.5% | +29.6% |
| 1Y | +29.4% | -41.5% | +70.9% | +39.2% |
| 3Y | +94.9% | +24.4% | +70.5% | +80.7% |
| 5Y | +34.7% | +41.6% | -6.9% | +16.6% |
| All | +117.8% | +5.9% | +111.9% | +84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling