-22.8%
TLT vs FTV
+124.8%
-147.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | +0.2% |
| 7D | +0.3% | +0.4% | -0.1% | +0.3% |
| 30D | +5.1% | +17.2% | -12.1% | +6.0% |
| 3M | -0.2% | +8.9% | -9.1% | +0.3% |
| 6M | -2.9% | +11.3% | -14.2% | -2.3% |
| YTD | -2.7% | +21.9% | -24.6% | -1.5% |
| 1Y | -4.6% | +31.6% | -36.2% | -2.9% |
| 3Y | +6.1% | +38.1% | -32.0% | +8.9% |
| 5Y | -35.1% | +15.7% | -50.8% | -34.6% |
| 10Y | -12.5% | +107.5% | -120.0% | -5.3% |
| All | -22.8% | +124.8% | -147.7% | -16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling