+94.9%
FFIV vs TMF
-32.2%
+127.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.6% |
| 7D | -0.5% | -9.3% | +8.7% | -0.4% |
| 30D | -32.4% | +1.9% | -34.3% | -32.4% |
| 3M | -25.7% | -11.2% | -14.5% | -25.5% |
| 6M | -13.5% | -17.7% | +4.2% | -13.2% |
| YTD | +21.1% | -24.5% | +45.6% | +21.5% |
| 1Y | +29.4% | -29.4% | +58.8% | +30.0% |
| 3Y | +94.9% | -33.4% | +128.3% | +98.3% |
| All | +94.9% | -32.2% | +127.1% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling