+86.2%
TFC vs FFIV
+102.2%
-16.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +1.2% | -8.1% | +9.3% | +3.3% |
| 30D | +8.3% | -33.4% | +41.7% | +19.0% |
| 3M | -5.2% | -24.7% | +19.6% | 0.0% |
| 6M | -0.8% | -8.8% | +8.1% | -2.6% |
| YTD | +3.4% | +21.8% | -18.3% | -10.1% |
| 1Y | +17.0% | +25.3% | -8.3% | +0.3% |
| 3Y | +86.2% | +101.2% | -15.0% | +22.3% |
| All | +86.2% | +102.2% | -16.0% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling