+2,693.2%
FFIV vs TCOM
+2,902.5%
-209.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -4.2% | +6.5% | -10.7% | -5.4% |
| 30D | -33.9% | +13.3% | -47.2% | -35.5% |
| 3M | -22.6% | -6.5% | -16.2% | -21.8% |
| 6M | -10.4% | -16.3% | +6.0% | -7.9% |
| YTD | +24.3% | -38.7% | +63.0% | +35.0% |
| 1Y | +31.8% | -40.1% | +71.9% | +43.7% |
| 3Y | +99.5% | +30.6% | +68.9% | +80.0% |
| 5Y | +40.7% | +45.8% | -5.1% | +16.4% |
| 10Y | +126.9% | +8.1% | +118.8% | +86.4% |
| All | +2,693.2% | +2,902.5% | -209.3% | +870.2% |
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