-9.7%
TRI vs FFIV
+100.0%
-109.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.7% | -2.8% |
| 7D | -8.4% | +3.5% | -11.9% | -9.2% |
| 30D | -6.5% | -1.3% | -5.2% | -6.3% |
| 3M | +18.6% | +2.4% | +16.2% | +17.1% |
| 6M | -10.4% | +41.8% | -52.3% | -19.0% |
| YTD | -23.7% | +58.5% | -82.2% | -32.8% |
| 1Y | -42.5% | +24.3% | -66.8% | -46.7% |
| 3Y | -19.3% | +152.0% | -171.3% | -38.8% |
| 5Y | -9.7% | +99.1% | -108.8% | -27.4% |
| All | -9.7% | +100.0% | -109.6% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling