+3,715.5%
TMO vs FFIV
+7,502.3%
-3,786.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | +0.4% | -1.5% | +2.0% | +0.6% |
| 30D | +1.5% | -2.7% | +4.2% | +1.8% |
| 3M | +28.5% | -1.7% | +30.2% | +28.4% |
| 6M | +20.4% | +36.1% | -15.8% | +14.9% |
| YTD | +4.3% | +52.6% | -48.4% | -2.2% |
| 1Y | +24.1% | +21.5% | +2.6% | +19.8% |
| 3Y | +17.5% | +142.7% | -125.2% | +2.8% |
| 5Y | +6.8% | +92.6% | -85.8% | -4.1% |
| 10Y | +311.9% | +225.5% | +86.4% | +242.5% |
| All | +3,715.5% | +7,502.3% | -3,786.8% | +1,901.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling