+122.6%
FTV vs TMF
-87.7%
+210.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +0.2% | +1.2% | -1.0% | +0.3% |
| 30D | +15.7% | +19.7% | -4.1% | +16.8% |
| 3M | +7.5% | -2.1% | +9.6% | +7.4% |
| 6M | +8.5% | -13.4% | +21.9% | +7.6% |
| YTD | +18.8% | -16.7% | +35.5% | +17.7% |
| 1Y | +28.5% | -23.3% | +51.9% | +26.7% |
| 3Y | +34.0% | -24.8% | +58.8% | +33.5% |
| 5Y | +12.6% | -88.0% | +100.7% | -9.8% |
| 10Y | +111.4% | -84.7% | +196.1% | +90.0% |
| All | +122.6% | -87.7% | +210.3% | +102.5% |
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