+99.1%
FFIV vs TCOM
+25.9%
+73.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.2% | +7.1% | +4.2% |
| 7D | +3.5% | -10.2% | +13.6% | +4.7% |
| 30D | -1.3% | -16.8% | +15.5% | +0.7% |
| 3M | +2.4% | -16.7% | +19.1% | +4.2% |
| 6M | +41.8% | -27.1% | +68.9% | +46.5% |
| YTD | +58.5% | -45.5% | +104.0% | +69.0% |
| 1Y | +24.3% | -45.9% | +70.2% | +32.6% |
| 3Y | +152.0% | +9.8% | +142.3% | +142.7% |
| 5Y | +99.1% | +23.8% | +75.3% | +84.8% |
| All | +99.1% | +25.9% | +73.2% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling