+734.7%
TT vs FTV
+107.5%
+627.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.5% |
| 7D | +0.8% | +1.4% | -0.6% | 0.0% |
| 30D | -11.8% | +18.3% | -30.1% | -20.9% |
| 3M | -11.6% | +9.8% | -21.4% | -17.0% |
| 6M | -9.3% | +12.3% | -21.6% | -16.3% |
| YTD | +8.9% | +23.1% | -14.2% | -6.7% |
| 1Y | -2.2% | +32.5% | -34.8% | -20.3% |
| 3Y | +91.9% | +38.3% | +53.5% | +48.4% |
| 5Y | +136.0% | +16.8% | +119.2% | +102.0% |
| 10Y | +734.7% | +106.6% | +628.2% | +386.9% |
| All | +734.7% | +107.5% | +627.2% | +386.9% |
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