+126.7%
FFIV vs TMF
-81.8%
+208.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -2.9% | -3.4% | +0.4% | -3.1% |
| 30D | -32.4% | +11.5% | -43.9% | -32.1% |
| 3M | -22.7% | -4.5% | -18.2% | -22.8% |
| 6M | -10.7% | -15.0% | +4.3% | -11.3% |
| YTD | +25.4% | -19.9% | +45.2% | +24.3% |
| 1Y | +34.2% | -26.6% | +60.7% | +32.5% |
| 3Y | +101.2% | -29.8% | +131.0% | +99.9% |
| 5Y | +42.0% | -88.2% | +130.1% | +21.8% |
| 10Y | +126.7% | -81.4% | +208.1% | +133.1% |
| All | +126.7% | -81.8% | +208.5% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling