+90.1%
FTV vs TDY
+506.4%
-416.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.4% |
| 7D | -1.3% | -1.8% | +0.6% | -0.3% |
| 30D | -9.5% | -13.8% | +4.3% | -2.0% |
| 3M | -10.9% | -3.9% | -7.0% | -9.2% |
| 6M | -0.6% | -9.0% | +8.4% | +3.8% |
| YTD | +1.4% | +16.5% | -15.1% | -8.2% |
| 1Y | +17.6% | +9.3% | +8.4% | +10.0% |
| 3Y | -3.3% | +45.1% | -48.4% | -23.6% |
| 5Y | -0.1% | +35.0% | -35.1% | -19.0% |
| 10Y | +82.5% | +469.0% | -386.5% | -28.9% |
| All | +90.1% | +506.4% | -416.3% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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