+326.1%
TPR vs FFIV
+214.3%
+111.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -2.3% | -1.0% | -1.3% | -1.9% |
| 30D | -23.0% | -5.1% | -17.9% | -21.2% |
| 3M | -12.5% | -4.5% | -8.0% | -11.3% |
| 6M | -21.4% | +36.5% | -57.9% | -35.5% |
| YTD | -3.5% | +53.0% | -56.5% | -26.6% |
| 1Y | +17.4% | +24.2% | -6.9% | -0.4% |
| 3Y | +291.3% | +137.2% | +154.0% | +123.2% |
| 5Y | +241.9% | +91.8% | +150.1% | +115.4% |
| All | +326.1% | +214.3% | +111.8% | +100.3% |
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