-17.4%
TT vs FFIV
-5.7%
-11.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.5% | +1.1% | -3.2% |
| 7D | -9.0% | -14.2% | +5.3% | -6.1% |
| 30D | -17.6% | -33.6% | +16.0% | -11.6% |
| 3M | -18.7% | -24.2% | +5.6% | -14.9% |
| 6M | -17.4% | -8.3% | -9.1% | -16.2% |
| All | -17.4% | -5.7% | -11.7% | -16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling