+537.0%
TDG vs FFIV
+249.4%
+287.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | -0.3% |
| 7D | -1.9% | +5.4% | -7.3% | -4.2% |
| 30D | -7.7% | -2.7% | -5.0% | -6.9% |
| 3M | -9.3% | +4.5% | -13.9% | -11.9% |
| 6M | -9.4% | +42.2% | -51.6% | -24.5% |
| YTD | -14.3% | +61.3% | -75.5% | -33.2% |
| 1Y | -11.8% | +23.0% | -34.9% | -22.4% |
| 3Y | +52.0% | +156.3% | -104.3% | -11.1% |
| 5Y | +128.8% | +102.9% | +26.0% | +46.7% |
| All | +537.0% | +249.4% | +287.6% | +194.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling