+736.3%
TT vs FFIV
+118.6%
+617.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.2% | -0.5% |
| 7D | +4.0% | -0.5% | +4.6% | +4.3% |
| 30D | -11.3% | -32.4% | +21.1% | +0.8% |
| 3M | -12.3% | -25.7% | +13.4% | -4.0% |
| 6M | -10.8% | -13.5% | +2.7% | -8.2% |
| YTD | +8.2% | +21.1% | -13.0% | -3.2% |
| 1Y | +1.5% | +29.4% | -27.9% | -11.6% |
| 3Y | +91.5% | +94.9% | -3.4% | +38.1% |
| 5Y | +130.2% | +34.7% | +95.5% | +88.0% |
| All | +736.3% | +118.6% | +617.7% | +423.6% |
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