-2.3%
TT vs FTV
+31.3%
-33.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.0% | +3.8% |
| 7D | +1.7% | +0.4% | +1.4% | +1.7% |
| 30D | -11.8% | +17.2% | -29.0% | -16.2% |
| 3M | -12.6% | +8.9% | -21.5% | -14.8% |
| 6M | -9.4% | +11.3% | -20.6% | -12.1% |
| YTD | +8.8% | +21.9% | -13.1% | +2.5% |
| All | -2.3% | +31.3% | -33.6% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling