+750.6%
TT vs FFIV
+132.4%
+618.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.2% | +2.5% | +3.9% |
| 7D | +1.7% | -2.1% | +3.8% | +2.5% |
| 30D | -11.8% | -33.8% | +22.0% | +1.0% |
| 3M | -12.6% | -20.6% | +8.0% | -6.7% |
| 6M | -9.4% | -10.2% | +0.9% | -7.9% |
| YTD | +8.8% | +24.5% | -15.7% | -3.6% |
| 1Y | -2.5% | +29.3% | -31.8% | -15.0% |
| 3Y | +95.7% | +103.8% | -8.1% | +38.8% |
| 5Y | +135.7% | +40.9% | +94.9% | +89.4% |
| 10Y | +750.6% | +126.6% | +624.0% | +425.6% |
| All | +750.6% | +132.4% | +618.2% | +425.6% |
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