+91.5%
TT vs FTV
+39.2%
+52.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +4.0% | +3.9% | +0.1% | +2.3% |
| 30D | -11.3% | +18.7% | -30.0% | -18.2% |
| 3M | -12.3% | +10.0% | -22.3% | -16.2% |
| 6M | -10.8% | +14.6% | -25.4% | -16.4% |
| YTD | +8.2% | +23.4% | -15.3% | -3.2% |
| 1Y | +1.5% | +31.3% | -29.8% | -12.3% |
| 3Y | +91.5% | +39.8% | +51.7% | +59.7% |
| All | +91.5% | +39.2% | +52.3% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling