-12.0%
TRI vs FFIV
+95.4%
-107.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.4% |
| 7D | -2.9% | -0.5% | -2.4% | -2.9% |
| 30D | +3.7% | -32.4% | +36.1% | +9.5% |
| 3M | +3.7% | -25.7% | +29.4% | +7.3% |
| 6M | +35.1% | -13.5% | +48.6% | +34.0% |
| YTD | -14.0% | +21.1% | -35.1% | -20.8% |
| 1Y | -19.0% | +29.4% | -48.4% | -26.2% |
| 3Y | -12.0% | +94.9% | -106.9% | -21.4% |
| All | -12.0% | +95.4% | -107.4% | -21.4% |
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