+22.0%
FFIV vs TCOM
-46.8%
+68.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.4% |
| 7D | +1.6% | -6.5% | +8.1% | +2.2% |
| 30D | -3.7% | -16.2% | +12.5% | -2.2% |
| 3M | +2.0% | -19.3% | +21.3% | +4.1% |
| 6M | +39.3% | -27.2% | +66.5% | +44.3% |
| YTD | +56.1% | -46.2% | +102.3% | +66.8% |
| 1Y | +22.0% | -46.6% | +68.6% | +32.0% |
| All | +22.0% | -46.8% | +68.8% | +32.0% |
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