+750.6%
TT vs FTV
+113.3%
+637.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.0% | +3.0% |
| 7D | +1.7% | +0.4% | +1.4% | +1.5% |
| 30D | -11.8% | +17.2% | -29.0% | -20.5% |
| 3M | -12.6% | +8.9% | -21.5% | -17.5% |
| 6M | -9.4% | +11.3% | -20.6% | -15.8% |
| YTD | +8.8% | +21.9% | -13.1% | -6.2% |
| 1Y | -2.5% | +31.6% | -34.1% | -20.2% |
| 3Y | +95.7% | +38.1% | +57.6% | +51.4% |
| 5Y | +135.7% | +15.7% | +120.0% | +103.0% |
| 10Y | +750.6% | +107.5% | +643.2% | +393.3% |
| All | +750.6% | +113.3% | +637.3% | +393.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling