-23.8%
TLT vs FTV
+127.5%
-151.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | +0.1% |
| 7D | -1.0% | -0.7% | -0.4% | -1.1% |
| 30D | +3.7% | +18.3% | -14.7% | +4.6% |
| 3M | -0.8% | +10.2% | -11.0% | -0.3% |
| 6M | -3.6% | +12.8% | -16.4% | -2.9% |
| YTD | -3.9% | +23.4% | -27.3% | -2.7% |
| 1Y | -6.2% | +31.4% | -37.7% | -4.6% |
| 3Y | +4.2% | +38.7% | -34.5% | +6.9% |
| 5Y | -34.7% | +18.6% | -53.3% | -34.0% |
| 10Y | -11.8% | +110.1% | -121.9% | -4.6% |
| All | -23.8% | +127.5% | -151.3% | -17.7% |
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