+63.1%
T vs FTV
+38.5%
+24.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.6% |
| 7D | +2.6% | +1.4% | +1.2% | +2.5% |
| 30D | -1.1% | +18.3% | -19.4% | -1.3% |
| 3M | -7.7% | +9.8% | -17.6% | -7.9% |
| 6M | -10.6% | +12.3% | -23.0% | -10.7% |
| YTD | -7.5% | +23.1% | -30.5% | -7.9% |
| 1Y | -7.4% | +32.5% | -40.0% | -8.0% |
| 3Y | +63.1% | +38.3% | +24.7% | +66.0% |
| All | +63.1% | +38.5% | +24.6% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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