+1,068.1%
FFIV vs TMF
-69.2%
+1,137.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -8.1% | +1.2% | -9.3% | -8.0% |
| 30D | -33.4% | +19.7% | -53.1% | -31.7% |
| 3M | -24.7% | -2.1% | -22.7% | -24.9% |
| 6M | -8.8% | -13.4% | +4.6% | -10.4% |
| YTD | +21.8% | -16.7% | +38.5% | +19.2% |
| 1Y | +25.3% | -23.3% | +48.6% | +21.3% |
| 3Y | +101.2% | -24.8% | +126.0% | +98.6% |
| 5Y | +40.2% | -88.0% | +128.3% | +3.7% |
| 10Y | +129.0% | -84.7% | +213.7% | +98.7% |
| All | +1,068.1% | -69.2% | +1,137.3% | +1,357.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling