+328.6%
TMO vs FFIV
+249.4%
+79.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +0.1% |
| 7D | -0.6% | +5.4% | -6.1% | -2.3% |
| 30D | +1.1% | -2.7% | +3.8% | +1.8% |
| 3M | +28.3% | +4.5% | +23.8% | +25.6% |
| 6M | +23.3% | +42.2% | -18.9% | +8.4% |
| YTD | +5.5% | +61.3% | -55.8% | -11.5% |
| 1Y | +24.5% | +23.0% | +1.5% | +13.8% |
| 3Y | +19.6% | +156.3% | -136.7% | -17.4% |
| 5Y | +8.1% | +102.9% | -94.7% | -21.0% |
| All | +328.6% | +249.4% | +79.2% | +157.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling