+129.6%
TT vs FFIV
+136.9%
-7.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | 0.0% | -1.0% | +1.0% | +0.2% |
| 30D | -7.2% | -5.1% | -2.1% | -6.1% |
| 3M | -3.0% | -4.5% | +1.5% | -2.1% |
| 6M | +1.4% | +36.5% | -35.1% | -7.6% |
| YTD | +15.9% | +53.0% | -37.1% | +1.3% |
| 1Y | +9.4% | +24.2% | -14.8% | +1.9% |
| All | +129.6% | +136.9% | -7.3% | +75.2% |
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