+90.2%
TT vs FFIV
+102.2%
-12.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | -2.0% | -8.1% | +6.1% | 0.0% |
| 30D | -14.0% | -33.4% | +19.4% | -5.9% |
| 3M | -15.9% | -24.7% | +8.9% | -10.8% |
| 6M | -17.3% | -8.8% | -8.5% | -16.8% |
| YTD | +4.0% | +21.8% | -17.8% | -4.6% |
| 1Y | -7.1% | +25.3% | -32.4% | -15.6% |
| 3Y | +90.2% | +101.2% | -10.9% | +54.8% |
| All | +90.2% | +102.2% | -12.0% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling