+96.0%
TFC vs FFIV
+95.4%
+0.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.9% |
| 7D | +2.3% | -0.5% | +2.8% | +2.4% |
| 30D | +10.8% | -32.4% | +43.2% | +21.2% |
| 3M | -3.8% | -25.7% | +21.9% | +1.9% |
| 6M | +9.6% | -13.5% | +23.1% | +9.5% |
| YTD | +5.8% | +21.1% | -15.3% | -8.0% |
| 1Y | +16.2% | +29.4% | -13.2% | -1.9% |
| 3Y | +96.0% | +94.9% | +1.1% | +32.8% |
| All | +96.0% | +95.4% | +0.6% | +32.8% |
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