+568.1%
TRI vs FFIV
+6,354.0%
-5,786.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.4% |
| 7D | -0.5% | -1.0% | +0.4% | -0.4% |
| 30D | +7.9% | -5.1% | +12.9% | +8.7% |
| 3M | +24.1% | -4.5% | +28.5% | +24.6% |
| 6M | +3.8% | +36.5% | -32.6% | -2.1% |
| YTD | -16.9% | +53.0% | -69.8% | -23.1% |
| 1Y | -38.4% | +24.2% | -62.6% | -41.2% |
| 3Y | -12.2% | +137.2% | -149.4% | -25.5% |
| 5Y | -1.8% | +91.8% | -93.6% | -14.6% |
| 10Y | +207.6% | +215.2% | -7.6% | +140.8% |
| All | +568.1% | +6,354.0% | -5,786.0% | +206.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling