+148.6%
TE vs FFIV
+25.9%
+122.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | -4.0% | -1.0% | -3.0% | -3.5% |
| 30D | -15.9% | -5.1% | -10.8% | -13.6% |
| 3M | -60.5% | -4.5% | -56.1% | -59.0% |
| 6M | -35.2% | +36.5% | -71.7% | -42.4% |
| YTD | -31.1% | +53.0% | -84.1% | -41.1% |
| 1Y | +148.6% | +24.2% | +124.4% | +112.0% |
| All | +148.6% | +25.9% | +122.8% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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