+39.8%
FTV vs TMF
-32.2%
+72.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | +3.9% | -9.3% | +13.2% | +4.7% |
| 30D | +18.7% | +1.9% | +16.7% | +18.4% |
| 3M | +10.0% | -11.2% | +21.2% | +10.9% |
| 6M | +14.6% | -17.7% | +32.3% | +16.1% |
| YTD | +23.4% | -24.5% | +47.9% | +25.8% |
| 1Y | +31.3% | -29.4% | +60.7% | +34.4% |
| 3Y | +39.8% | -33.4% | +73.2% | +44.9% |
| All | +39.8% | -32.2% | +72.0% | +44.9% |
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