+377.9%
TPR vs FTV
+107.8%
+270.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +14.2% | +0.2% | +14.0% | +13.6% |
| 30D | +17.1% | +15.7% | +1.4% | +3.4% |
| 3M | -17.7% | +7.5% | -25.2% | -23.2% |
| 6M | -10.2% | +8.5% | -18.6% | -17.7% |
| YTD | +4.9% | +18.8% | -13.9% | -12.6% |
| 1Y | +36.1% | +28.5% | +7.6% | +5.7% |
| 3Y | +416.5% | +34.0% | +382.5% | +278.6% |
| 5Y | +254.8% | +12.6% | +242.2% | +197.8% |
| All | +377.9% | +107.8% | +270.1% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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