+8,486.3%
TPR vs FFIV
+1,852.2%
+6,634.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -5.5% | +12.5% | +8.2% |
| 7D | +13.9% | -14.2% | +28.1% | +17.3% |
| 30D | +14.9% | -33.6% | +48.6% | +24.2% |
| 3M | -15.4% | -24.2% | +8.8% | -11.4% |
| 6M | -4.5% | -8.3% | +3.8% | -4.3% |
| YTD | +6.0% | +22.1% | -16.1% | -0.8% |
| 1Y | +24.3% | +26.5% | -2.1% | +15.5% |
| 3Y | +412.8% | +102.3% | +310.5% | +330.9% |
| 5Y | +258.4% | +40.6% | +217.8% | +224.0% |
| 10Y | +396.8% | +129.7% | +267.1% | +308.8% |
| All | +8,486.3% | +1,852.2% | +6,634.1% | +4,751.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling