+103.8%
FFIV vs TMF
-29.8%
+133.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.2% | +2.2% |
| 7D | -2.1% | +0.6% | -2.7% | -2.1% |
| 30D | -33.8% | +16.3% | -50.1% | -33.9% |
| 3M | -20.6% | -2.7% | -17.9% | -20.6% |
| 6M | -10.2% | -13.2% | +2.9% | -10.1% |
| YTD | +24.5% | -16.7% | +41.2% | +24.7% |
| 1Y | +29.3% | -22.7% | +52.0% | +29.6% |
| 3Y | +103.8% | -26.1% | +129.9% | +106.2% |
| All | +103.8% | -29.8% | +133.6% | +106.2% |
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