+297.5%
TFC vs FFIV
+7,518.9%
-7,221.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +2.4% | -1.0% | +3.4% | +2.5% |
| 30D | -1.3% | -5.1% | +3.8% | -0.7% |
| 3M | +6.1% | -4.5% | +10.5% | +6.5% |
| 6M | +7.3% | +36.5% | -29.1% | +2.2% |
| YTD | +8.2% | +53.0% | -44.8% | +1.2% |
| 1Y | +14.4% | +24.2% | -9.8% | +10.1% |
| 3Y | +93.7% | +137.2% | -43.5% | +70.1% |
| 5Y | +16.4% | +91.8% | -75.4% | +4.8% |
| 10Y | +101.6% | +215.2% | -113.6% | +69.9% |
| All | +297.5% | +7,518.9% | -7,221.4% | +107.7% |
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