-12.3%
TLT vs FTV
+107.5%
-119.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -1.3% |
| 7D | -0.3% | +1.4% | -1.7% | -0.2% |
| 30D | +3.7% | +18.3% | -14.6% | +4.6% |
| 3M | -0.7% | +9.8% | -10.5% | -0.2% |
| 6M | -4.2% | +12.3% | -16.5% | -3.5% |
| YTD | -4.0% | +23.1% | -27.1% | -2.7% |
| 1Y | -5.8% | +32.5% | -38.4% | -4.1% |
| 3Y | +4.1% | +38.3% | -34.2% | +7.0% |
| 5Y | -34.8% | +16.8% | -51.6% | -34.3% |
| 10Y | -12.3% | +106.6% | -118.9% | -3.4% |
| All | -12.3% | +107.5% | -119.9% | -3.4% |
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