+92.9%
FFIV vs TMF
-87.5%
+180.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -1.0% | -1.4% | +0.5% | -0.9% |
| 30D | -5.1% | -2.8% | -2.2% | -5.0% |
| 3M | -4.5% | -10.9% | +6.5% | -4.2% |
| 6M | +36.5% | -21.3% | +57.8% | +37.1% |
| YTD | +53.0% | -15.9% | +68.8% | +53.4% |
| 1Y | +24.2% | -15.7% | +40.0% | +24.5% |
| 3Y | +137.2% | -43.4% | +180.6% | +138.8% |
| All | +92.9% | -87.5% | +180.4% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling