+12,981.4%
TDG vs FFIV
+1,034.9%
+11,946.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | -0.9% | -1.5% | +0.6% | -0.5% |
| 30D | -6.5% | -2.7% | -3.9% | -6.0% |
| 3M | -5.1% | -1.7% | -3.4% | -5.0% |
| 6M | -11.5% | +36.1% | -47.7% | -20.2% |
| YTD | -13.9% | +52.6% | -66.5% | -25.2% |
| 1Y | -11.5% | +21.5% | -33.0% | -18.1% |
| 3Y | +53.7% | +142.7% | -89.0% | +13.9% |
| 5Y | +135.5% | +92.6% | +42.9% | +84.6% |
| 10Y | +535.2% | +225.5% | +309.7% | +324.7% |
| All | +12,981.4% | +1,034.9% | +11,946.5% | +5,214.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling