+131.2%
TLT vs FFIV
+6,462.5%
-6,331.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.1% |
| 7D | -0.4% | -1.0% | +0.5% | -0.5% |
| 30D | -0.6% | -5.1% | +4.5% | -0.9% |
| 3M | -2.7% | -4.5% | +1.7% | -2.9% |
| 6M | -5.6% | +36.5% | -42.1% | -3.6% |
| YTD | -2.8% | +53.0% | -55.8% | +0.1% |
| 1Y | -1.4% | +24.2% | -25.7% | +0.3% |
| 3Y | -1.6% | +137.2% | -138.8% | +4.7% |
| 5Y | -33.8% | +91.8% | -125.6% | -30.2% |
| 10Y | -21.1% | +215.2% | -236.3% | -12.4% |
| All | +131.2% | +6,462.5% | -6,331.3% | +232.6% |
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