+26.8%
TPR vs FFIV
+26.0%
+0.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | +14.2% | -8.1% | +22.3% | +14.2% |
| 30D | +17.1% | -33.4% | +50.5% | +18.1% |
| 3M | -17.7% | -24.7% | +7.0% | -17.4% |
| 6M | -10.2% | -8.8% | -1.3% | -12.1% |
| YTD | +4.9% | +21.8% | -16.9% | -3.7% |
| All | +26.8% | +26.0% | +0.8% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling