+902.6%
TT vs FFIV
+216.0%
+686.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | 0.0% | -1.0% | +1.0% | +0.3% |
| 30D | -7.2% | -5.1% | -2.1% | -5.6% |
| 3M | -3.0% | -4.5% | +1.5% | -1.8% |
| 6M | +1.4% | +36.5% | -35.1% | -10.8% |
| YTD | +15.9% | +53.0% | -37.1% | -3.1% |
| 1Y | +9.4% | +24.2% | -14.8% | -1.5% |
| 3Y | +124.4% | +137.2% | -12.8% | +53.8% |
| 5Y | +138.0% | +91.8% | +46.2% | +73.2% |
| All | +902.6% | +216.0% | +686.5% | +459.4% |
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 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