+513.6%
FFIV vs TDY
+7,071.3%
-6,557.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -1.5% | -0.9% | -0.7% | -1.2% |
| 30D | -2.7% | -12.5% | +9.8% | +2.6% |
| 3M | -1.7% | -1.2% | -0.5% | -1.4% |
| 6M | +36.1% | -6.6% | +42.7% | +39.1% |
| YTD | +52.6% | +18.5% | +34.2% | +41.5% |
| 1Y | +21.5% | +10.8% | +10.8% | +15.6% |
| 3Y | +142.7% | +47.5% | +95.2% | +104.2% |
| 5Y | +92.6% | +35.8% | +56.8% | +67.0% |
| 10Y | +225.5% | +459.0% | -233.5% | +55.6% |
| All | +513.6% | +7,071.3% | -6,557.7% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling