+84.7%
TFC vs FFIV
+132.4%
-47.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.0% |
| 7D | +0.3% | -2.1% | +2.4% | +1.1% |
| 30D | +9.2% | -33.8% | +42.9% | +27.8% |
| 3M | -2.9% | -20.6% | +17.7% | +4.1% |
| 6M | +3.5% | -10.2% | +13.7% | +3.9% |
| YTD | +5.4% | +24.5% | -19.0% | -11.0% |
| 1Y | +17.3% | +29.3% | -12.0% | -3.0% |
| 3Y | +96.7% | +103.8% | -7.1% | +25.5% |
| 5Y | -1.1% | +40.9% | -42.0% | -26.2% |
| 10Y | +84.7% | +126.6% | -41.9% | -5.5% |
| All | +84.7% | +132.4% | -47.7% | -5.5% |
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