+25.4%
TMO vs FFIV
+33.5%
-8.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.1% |
| 7D | +0.3% | -9.8% | +10.1% | +0.6% |
| 30D | +4.3% | -28.1% | +32.4% | +5.1% |
| 3M | +25.1% | -20.0% | +45.2% | +25.2% |
| 6M | +52.9% | -0.1% | +53.0% | +46.9% |
| YTD | +22.2% | +29.2% | -7.0% | +11.7% |
| 1Y | +25.4% | +36.6% | -11.2% | +13.1% |
| All | +25.4% | +33.5% | -8.1% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling