-19.5%
TRI vs FFIV
+151.3%
-170.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.7% | -2.6% |
| 7D | -8.4% | +3.5% | -11.9% | -9.0% |
| 30D | -6.5% | -1.3% | -5.2% | -6.3% |
| 3M | +18.6% | +2.4% | +16.2% | +17.2% |
| 6M | -10.4% | +41.8% | -52.3% | -18.2% |
| YTD | -23.7% | +58.5% | -82.2% | -31.7% |
| 1Y | -42.5% | +24.3% | -66.8% | -46.8% |
| All | -19.5% | +151.3% | -170.8% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling