+416.5%
TPR vs FFIV
+102.2%
+314.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +14.2% | -8.1% | +22.3% | +16.4% |
| 30D | +17.1% | -33.4% | +50.5% | +29.0% |
| 3M | -17.7% | -24.7% | +7.0% | -13.3% |
| 6M | -10.2% | -8.8% | -1.3% | -12.8% |
| YTD | +4.9% | +21.8% | -16.9% | -11.6% |
| 1Y | +36.1% | +25.3% | +10.8% | +13.1% |
| 3Y | +416.5% | +101.2% | +315.3% | +233.9% |
| All | +416.5% | +102.2% | +314.3% | +233.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling