+957.3%
TT vs FTV
+78.2%
+879.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.4% |
| 7D | +1.4% | -1.3% | +2.7% | +2.2% |
| 30D | -6.7% | -9.5% | +2.8% | -0.7% |
| 3M | -5.4% | -10.9% | +5.5% | +1.5% |
| 6M | +4.4% | -0.6% | +5.0% | +4.2% |
| YTD | +14.9% | +1.4% | +13.5% | +11.8% |
| 1Y | +9.3% | +17.6% | -8.4% | -4.0% |
| 3Y | +121.7% | -3.3% | +125.0% | +117.4% |
| 5Y | +148.2% | -0.1% | +148.3% | +135.3% |
| 10Y | +957.3% | +82.5% | +874.8% | +597.6% |
| All | +957.3% | +78.2% | +879.1% | +597.6% |
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