+36.4%
FTV vs TMF
-23.9%
+60.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +1.8% |
| 7D | +6.6% | +4.0% | +2.6% | +5.9% |
| 30D | +19.1% | +19.5% | -0.4% | +15.4% |
| 3M | +13.1% | -3.5% | +16.6% | +13.6% |
| 6M | +14.0% | -10.6% | +24.6% | +15.6% |
| YTD | +24.2% | -17.1% | +41.3% | +27.3% |
| 1Y | +36.4% | -24.3% | +60.6% | +43.1% |
| All | +36.4% | -23.9% | +60.2% | +43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling