+6.9%
TMO vs FFIV
+95.0%
-88.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -2.5% | +1.6% | -4.1% | -2.9% |
| 30D | -0.3% | -3.7% | +3.4% | +0.7% |
| 3M | +25.3% | +2.0% | +23.3% | +23.5% |
| 6M | +20.9% | +39.3% | -18.4% | +6.6% |
| YTD | +4.3% | +56.1% | -51.8% | -12.1% |
| 1Y | +27.0% | +22.0% | +5.1% | +16.3% |
| 3Y | +17.5% | +148.2% | -130.7% | -21.6% |
| 5Y | +6.9% | +96.3% | -89.4% | -24.0% |
| All | +6.9% | +95.0% | -88.1% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling