-41.5%
TRI vs FFIV
+26.0%
-67.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.0% |
| 7D | -7.9% | +5.4% | -13.3% | -9.0% |
| 30D | -4.5% | -2.7% | -1.8% | -3.9% |
| 3M | +22.1% | +4.5% | +17.6% | +19.4% |
| 6M | -2.8% | +42.2% | -45.0% | -14.5% |
| YTD | -23.4% | +61.3% | -84.7% | -34.2% |
| 1Y | -41.5% | +23.0% | -64.6% | -50.7% |
| All | -41.5% | +26.0% | -67.6% | -50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling