+13,805.5%
TDG vs FFIV
+800.5%
+13,005.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +2.0% |
| 7D | +1.7% | -0.5% | +2.2% | +1.8% |
| 30D | +9.7% | -32.4% | +42.1% | +21.4% |
| 3M | -2.3% | -25.7% | +23.4% | +4.7% |
| 6M | +1.3% | -13.5% | +14.8% | +3.4% |
| YTD | -8.5% | +21.1% | -29.6% | -16.3% |
| 1Y | -8.1% | +29.4% | -37.6% | -17.8% |
| 3Y | +43.4% | +94.9% | -51.5% | +11.6% |
| 5Y | +127.8% | +34.7% | +93.0% | +95.4% |
| 10Y | +554.4% | +119.0% | +435.4% | +379.4% |
| All | +13,805.5% | +800.5% | +13,005.0% | +5,849.2% |
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