+29.9%
TPR vs FFIV
+28.8%
+1.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.2% | +2.5% |
| 7D | +12.7% | -2.1% | +14.8% | +12.6% |
| 30D | +17.1% | -33.8% | +50.8% | +18.3% |
| 3M | -15.9% | -20.6% | +4.7% | -15.8% |
| 6M | +2.6% | -10.2% | +12.9% | +0.9% |
| YTD | +7.5% | +24.5% | -17.0% | -1.3% |
| All | +29.9% | +28.8% | +1.1% | +17.1% |
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 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