+971.6%
TT vs FTV
+90.8%
+880.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.2% |
| 7D | -0.2% | -4.5% | +4.3% | +2.6% |
| 30D | -7.4% | -7.1% | -0.3% | -3.1% |
| 3M | -3.2% | -7.2% | +4.0% | +1.2% |
| 6M | +1.1% | -1.5% | +2.6% | +1.5% |
| YTD | +15.6% | +3.5% | +12.1% | +11.1% |
| 1Y | +9.2% | +20.3% | -11.2% | -5.3% |
| 3Y | +124.4% | -3.1% | +127.5% | +120.1% |
| 5Y | +138.0% | +2.3% | +135.7% | +122.3% |
| 10Y | +886.4% | +76.3% | +810.1% | +554.8% |
| All | +971.6% | +90.8% | +880.8% | +597.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling