+98.6%
TFC vs FFIV
+224.0%
-125.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +2.2% | -1.5% | +3.8% | +2.9% |
| 30D | -2.5% | -2.7% | +0.2% | -1.6% |
| 3M | +4.5% | -1.7% | +6.2% | +4.4% |
| 6M | +11.0% | +36.1% | -25.2% | -5.9% |
| YTD | +5.9% | +52.6% | -46.7% | -15.7% |
| 1Y | +14.6% | +21.5% | -6.9% | +1.2% |
| 3Y | +96.7% | +142.7% | -46.0% | +20.6% |
| 5Y | +15.6% | +92.6% | -77.0% | -23.2% |
| 10Y | +98.6% | +225.5% | -126.9% | -7.1% |
| All | +98.6% | +224.0% | -125.4% | -7.1% |
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