+389.7%
TPR vs FFIV
+132.4%
+257.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.2% | +1.4% |
| 7D | +12.7% | -2.1% | +14.8% | +13.5% |
| 30D | +17.1% | -33.8% | +50.8% | +40.3% |
| 3M | -15.9% | -20.6% | +4.7% | -9.4% |
| 6M | +2.6% | -10.2% | +12.9% | +2.1% |
| YTD | +7.5% | +24.5% | -17.0% | -13.2% |
| 1Y | +32.9% | +29.3% | +3.6% | +4.9% |
| 3Y | +413.8% | +103.8% | +310.0% | +199.6% |
| 5Y | +263.9% | +40.9% | +223.0% | +159.2% |
| 10Y | +389.7% | +126.6% | +263.1% | +137.3% |
| All | +389.7% | +132.4% | +257.3% | +137.3% |
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