+2,696.1%
FFIV vs TCOM
+2,843.2%
-147.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +1.9% | -1.4% | +3.3% | +2.2% |
| 30D | -33.3% | +11.5% | -44.8% | -34.7% |
| 3M | -24.9% | -5.2% | -19.7% | -24.3% |
| 6M | -10.5% | -16.9% | +6.4% | -7.9% |
| YTD | +24.4% | -39.9% | +64.3% | +35.6% |
| 1Y | +32.3% | -42.1% | +74.3% | +45.1% |
| 3Y | +99.7% | +28.0% | +71.7% | +80.9% |
| 5Y | +38.4% | +40.4% | -1.9% | +15.4% |
| 10Y | +125.0% | +5.6% | +119.4% | +85.7% |
| All | +2,696.1% | +2,843.2% | -147.1% | +874.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling