+130.4%
TLT vs FFIV
+5,124.2%
-4,993.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.1% | -8.1% | +8.2% | -0.4% |
| 30D | +6.2% | -33.4% | +39.6% | +3.8% |
| 3M | -0.3% | -24.7% | +24.4% | -1.8% |
| 6M | -3.4% | -8.8% | +5.5% | -3.5% |
| YTD | -3.1% | +21.8% | -24.9% | -1.4% |
| 1Y | -5.2% | +25.3% | -30.5% | -3.4% |
| 3Y | +6.5% | +101.2% | -94.7% | +12.5% |
| 5Y | -34.7% | +40.2% | -74.9% | -32.4% |
| 10Y | -17.6% | +129.0% | -146.6% | -10.2% |
| All | +130.4% | +5,124.2% | -4,993.8% | +227.7% |
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