+59.9%
T vs FTV
+90.8%
-30.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.7% |
| 7D | -1.3% | -4.5% | +3.2% | -0.1% |
| 30D | +11.4% | -7.1% | +18.4% | +13.5% |
| 3M | +14.3% | -7.2% | +21.5% | +16.3% |
| 6M | -9.3% | -1.5% | -7.8% | -9.4% |
| YTD | +7.1% | +3.5% | +3.6% | +4.9% |
| 1Y | -9.1% | +20.3% | -29.4% | -15.0% |
| 3Y | +105.3% | -3.1% | +108.5% | +100.7% |
| 5Y | +66.8% | +2.3% | +64.5% | +57.2% |
| 10Y | +66.8% | +76.3% | -9.5% | +28.2% |
| All | +59.9% | +90.8% | -30.9% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling