-4.6%
TLT vs FFIV
+28.8%
-33.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | 0.0% |
| 7D | +0.3% | -2.1% | +2.4% | +0.3% |
| 30D | +5.1% | -33.8% | +38.9% | +5.6% |
| 3M | -0.2% | -20.6% | +20.4% | +0.1% |
| 6M | -2.9% | -10.2% | +7.3% | -2.6% |
| YTD | -2.7% | +24.5% | -27.2% | -3.0% |
| All | -4.6% | +28.8% | -33.4% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling