+356.2%
TPR vs FFIV
+118.6%
+237.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +1.1% |
| 7D | -0.3% | -0.5% | +0.3% | -0.1% |
| 30D | +15.1% | -32.4% | +47.5% | +36.4% |
| 3M | +3.5% | -25.7% | +29.2% | +15.3% |
| 6M | +0.4% | -13.5% | +13.9% | +1.8% |
| YTD | +4.6% | +21.1% | -16.5% | -14.4% |
| 1Y | +33.1% | +29.4% | +3.7% | +4.6% |
| 3Y | +396.0% | +94.9% | +301.1% | +196.3% |
| 5Y | +230.3% | +34.7% | +195.6% | +141.0% |
| All | +356.2% | +118.6% | +237.6% | +126.1% |
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 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