+103.6%
FFIV vs TDY
+39.0%
+64.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.1% | +2.7% |
| 7D | +5.4% | -1.1% | +6.6% | +6.0% |
| 30D | -2.7% | -12.0% | +9.4% | +4.0% |
| 3M | +4.5% | -3.2% | +7.7% | +6.1% |
| 6M | +42.2% | -7.9% | +50.1% | +47.3% |
| YTD | +61.3% | +18.2% | +43.1% | +44.4% |
| 1Y | +23.0% | +6.7% | +16.4% | +16.6% |
| 3Y | +156.3% | +47.5% | +108.7% | +98.2% |
| All | +103.6% | +39.0% | +64.6% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling