+93.9%
FTV vs TMF
-87.6%
+181.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.0% |
| 7D | -4.5% | -1.4% | -3.1% | -4.6% |
| 30D | -7.1% | -2.8% | -4.2% | -7.2% |
| 3M | -7.2% | -10.9% | +3.7% | -7.7% |
| 6M | -1.5% | -21.3% | +19.8% | -2.8% |
| YTD | +3.5% | -15.9% | +19.4% | +2.6% |
| 1Y | +20.3% | -15.7% | +36.1% | +19.4% |
| 3Y | -3.1% | -43.4% | +40.2% | -6.0% |
| 5Y | +2.3% | -87.8% | +90.1% | -17.6% |
| 10Y | +76.3% | -86.7% | +163.1% | +60.3% |
| All | +93.9% | -87.6% | +181.5% | +76.5% |
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