+50.0%
TDG vs FFIV
+151.3%
-101.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -2.6% |
| 7D | -2.4% | +3.5% | -5.9% | -3.2% |
| 30D | -8.0% | -1.3% | -6.7% | -7.9% |
| 3M | -10.5% | +2.4% | -12.8% | -11.3% |
| 6M | -11.9% | +41.8% | -53.7% | -20.3% |
| YTD | -15.4% | +58.5% | -73.9% | -26.2% |
| 1Y | -14.2% | +24.3% | -38.6% | -19.5% |
| All | +50.0% | +151.3% | -101.3% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling