+224.7%
TRI vs FFIV
+118.6%
+106.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.6% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | +3.7% | -32.4% | +36.1% | +11.9% |
| 3M | +3.7% | -25.7% | +29.4% | +9.1% |
| 6M | +35.1% | -13.5% | +48.6% | +36.2% |
| YTD | -14.0% | +21.1% | -35.1% | -20.3% |
| 1Y | -19.0% | +29.4% | -48.4% | -26.1% |
| 3Y | -12.0% | +94.9% | -106.9% | -29.0% |
| 5Y | +0.6% | +34.7% | -34.1% | -12.8% |
| All | +224.7% | +118.6% | +106.2% | +134.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling