-1.1%
TLT vs FTV
-3.2%
+2.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | 0.0% |
| 7D | +0.4% | -0.4% | +0.8% | +0.4% |
| 30D | -0.3% | -8.3% | +8.0% | +0.3% |
| 3M | -1.7% | -7.4% | +5.7% | -1.2% |
| 6M | -4.9% | -1.2% | -3.7% | -4.9% |
| YTD | -2.8% | +2.7% | -5.5% | -3.1% |
| 1Y | -4.2% | +18.4% | -22.6% | -5.7% |
| 3Y | -1.1% | -2.0% | +0.9% | -2.8% |
| All | -1.1% | -3.2% | +2.1% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling