+125.9%
TDG vs FFIV
+98.0%
+27.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -3.0% |
| 7D | -2.4% | +3.5% | -5.9% | -3.6% |
| 30D | -8.0% | -1.3% | -6.7% | -7.8% |
| 3M | -10.5% | +2.4% | -12.8% | -11.7% |
| 6M | -11.9% | +41.8% | -53.7% | -23.3% |
| YTD | -15.4% | +58.5% | -73.9% | -29.8% |
| 1Y | -14.2% | +24.3% | -38.6% | -22.2% |
| 3Y | +51.0% | +152.0% | -101.0% | -1.7% |
| All | +125.9% | +98.0% | +27.9% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling