+191.1%
TRI vs FFIV
+249.4%
-58.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +0.9% |
| 7D | -7.9% | +5.4% | -13.3% | -9.0% |
| 30D | -4.5% | -2.7% | -1.8% | -4.1% |
| 3M | +22.1% | +4.5% | +17.6% | +20.1% |
| 6M | -2.8% | +42.2% | -45.0% | -11.6% |
| YTD | -23.4% | +61.3% | -84.7% | -32.4% |
| 1Y | -41.5% | +23.0% | -64.6% | -45.3% |
| 3Y | -19.2% | +156.3% | -175.5% | -37.6% |
| 5Y | -9.4% | +102.9% | -112.3% | -27.3% |
| All | +191.1% | +249.4% | -58.3% | +96.8% |
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