-19.8%
TLT vs FTV
+78.2%
-98.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.6% |
| 7D | -0.3% | -1.3% | +1.0% | -0.3% |
| 30D | 0.0% | -9.5% | +9.5% | -0.6% |
| 3M | -2.9% | -10.9% | +8.0% | -3.4% |
| 6M | -6.3% | -0.6% | -5.6% | -6.2% |
| YTD | -3.3% | +1.4% | -4.8% | -3.1% |
| 1Y | -4.2% | +17.6% | -21.8% | -3.0% |
| 3Y | -1.7% | -3.3% | +1.6% | -1.5% |
| 5Y | -34.9% | -0.1% | -34.7% | -34.7% |
| 10Y | -19.8% | +82.5% | -102.3% | -11.8% |
| All | -19.8% | +78.2% | -98.0% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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