+303.4%
TPR vs FTV
+90.8%
+212.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.8% |
| 7D | -2.3% | -4.5% | +2.2% | +1.3% |
| 30D | -23.0% | -7.1% | -15.9% | -18.5% |
| 3M | -12.5% | -7.2% | -5.3% | -8.0% |
| 6M | -21.4% | -1.5% | -19.9% | -21.8% |
| YTD | -3.5% | +3.5% | -7.0% | -9.1% |
| 1Y | +17.4% | +20.3% | -3.0% | -3.5% |
| 3Y | +291.3% | -3.1% | +294.4% | +280.5% |
| 5Y | +241.9% | +2.3% | +239.6% | +212.3% |
| 10Y | +322.7% | +76.3% | +246.3% | +173.7% |
| All | +303.4% | +90.8% | +212.6% | +155.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling