+127.9%
TT vs FFIV
+39.5%
+88.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -2.0% | -8.1% | +6.1% | +0.7% |
| 30D | -14.0% | -33.4% | +19.4% | -2.9% |
| 3M | -15.9% | -24.7% | +8.9% | -9.2% |
| 6M | -17.3% | -8.8% | -8.5% | -16.8% |
| YTD | +4.0% | +21.8% | -17.8% | -7.2% |
| 1Y | -7.1% | +25.3% | -32.4% | -18.2% |
| 3Y | +90.2% | +101.2% | -10.9% | +33.7% |
| All | +127.9% | +39.5% | +88.4% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling