-34.5%
TLT vs FFIV
+35.3%
-69.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | -0.4% |
| 7D | -3.1% | -0.5% | -2.6% | -3.1% |
| 30D | +1.0% | -32.4% | +33.4% | +1.7% |
| 3M | -2.7% | -25.7% | +23.0% | -2.3% |
| 6M | -4.1% | -13.5% | +9.4% | -4.0% |
| YTD | -5.4% | +21.1% | -26.5% | -5.9% |
| 1Y | -7.0% | +29.4% | -36.4% | -7.7% |
| 3Y | +2.8% | +94.9% | -92.1% | 0.0% |
| All | -34.5% | +35.3% | -69.9% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling