-11.4%
TLT vs FFIV
+130.1%
-141.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | +0.1% |
| 7D | -1.0% | -2.9% | +1.9% | -1.1% |
| 30D | +4.1% | -32.4% | +36.5% | +3.0% |
| 3M | -0.4% | -22.7% | +22.4% | -1.0% |
| 6M | -3.2% | -10.7% | +7.5% | -3.2% |
| YTD | -3.5% | +25.4% | -28.9% | -2.3% |
| 1Y | -5.8% | +34.2% | -40.0% | -4.4% |
| 3Y | +4.6% | +101.2% | -96.6% | +8.4% |
| 5Y | -34.4% | +42.0% | -76.4% | -33.5% |
| 10Y | -11.4% | +126.7% | -138.2% | -4.2% |
| All | -11.4% | +130.1% | -141.5% | -4.2% |
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