+736.3%
TT vs FTV
+109.2%
+627.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +4.0% | +3.9% | +0.1% | +1.6% |
| 30D | -11.3% | +18.7% | -30.0% | -20.6% |
| 3M | -12.3% | +10.0% | -22.3% | -17.8% |
| 6M | -10.8% | +14.6% | -25.4% | -18.7% |
| YTD | +8.2% | +23.4% | -15.3% | -7.5% |
| 1Y | +1.5% | +31.3% | -29.8% | -16.8% |
| 3Y | +91.5% | +39.8% | +51.7% | +47.0% |
| 5Y | +130.2% | +17.7% | +112.5% | +96.1% |
| All | +736.3% | +109.2% | +627.1% | +380.4% |
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