+19.6%
TMO vs FFIV
+155.7%
-136.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +0.5% |
| 7D | -0.6% | +5.4% | -6.1% | -1.6% |
| 30D | +1.1% | -2.7% | +3.8% | +1.6% |
| 3M | +28.3% | +4.5% | +23.8% | +26.6% |
| 6M | +23.3% | +42.2% | -18.9% | +12.7% |
| YTD | +5.5% | +61.3% | -55.8% | -6.8% |
| 1Y | +24.5% | +23.0% | +1.5% | +17.5% |
| 3Y | +19.6% | +156.3% | -136.7% | -7.8% |
| All | +19.6% | +155.7% | -136.1% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling