+3,218.7%
TT vs FFIV
+7,518.9%
-4,300.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -0.2% | -1.0% | +0.7% | -0.1% |
| 30D | -7.4% | -5.1% | -2.3% | -6.7% |
| 3M | -3.2% | -4.5% | +1.3% | -2.6% |
| 6M | +1.1% | +36.5% | -35.4% | -4.4% |
| YTD | +15.6% | +53.0% | -37.3% | +7.0% |
| 1Y | +9.2% | +24.2% | -15.0% | +4.3% |
| 3Y | +124.4% | +137.2% | -12.8% | +92.0% |
| 5Y | +138.0% | +91.8% | +46.2% | +109.6% |
| 10Y | +886.4% | +215.2% | +671.2% | +694.7% |
| All | +3,218.7% | +7,518.9% | -4,300.3% | +1,466.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling