+741.5%
TT vs FFIV
+130.1%
+611.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | +3.5% | -2.9% | +6.4% | +4.6% |
| 30D | -11.0% | -32.4% | +21.4% | +1.1% |
| 3M | -12.0% | -22.7% | +10.7% | -5.1% |
| 6M | -10.4% | -10.7% | +0.3% | -8.8% |
| YTD | +9.9% | +25.4% | -15.4% | -2.8% |
| 1Y | +1.5% | +34.2% | -32.7% | -12.8% |
| 3Y | +93.7% | +101.2% | -7.5% | +38.2% |
| 5Y | +139.2% | +42.0% | +97.3% | +91.7% |
| 10Y | +741.5% | +126.7% | +614.8% | +418.9% |
| All | +741.5% | +130.1% | +611.4% | +418.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling