+148.0%
FFIV vs TDY
+45.1%
+102.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | +1.6% | -1.9% | +3.5% | +2.4% |
| 30D | -3.7% | -12.5% | +8.8% | +1.6% |
| 3M | +2.0% | -0.8% | +2.8% | +2.1% |
| 6M | +39.3% | -9.0% | +48.2% | +44.0% |
| YTD | +56.1% | +16.8% | +39.3% | +43.5% |
| 1Y | +22.0% | +9.5% | +12.5% | +15.4% |
| All | +148.0% | +45.1% | +102.9% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 3y: compounded portfolio wealth divided by compounded TDY 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…
3y analysis · Full analysis span regression · 6 months rolling