+127.9%
TT vs FTV
+12.0%
+115.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -2.0% | +0.2% | -2.2% | -2.2% |
| 30D | -14.0% | +15.7% | -29.7% | -21.4% |
| 3M | -15.9% | +7.5% | -23.4% | -19.8% |
| 6M | -17.3% | +8.5% | -25.8% | -21.7% |
| YTD | +4.0% | +18.8% | -14.8% | -8.4% |
| 1Y | -7.1% | +28.5% | -35.7% | -22.5% |
| 3Y | +90.2% | +34.0% | +56.2% | +48.9% |
| All | +127.9% | +12.0% | +115.9% | +99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling