-53.2%
TE vs FTV
+18.9%
-72.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.8% |
| 7D | -4.0% | -4.5% | +0.5% | -1.5% |
| 30D | -15.9% | -7.1% | -8.8% | -12.6% |
| 3M | -60.5% | -7.2% | -53.4% | -59.2% |
| 6M | -35.2% | -1.5% | -33.7% | -35.1% |
| YTD | -31.1% | +3.5% | -34.6% | -34.1% |
| 1Y | +148.6% | +20.3% | +128.3% | +115.1% |
| 3Y | -26.4% | -3.1% | -23.3% | -26.2% |
| 5Y | -48.0% | +2.3% | -50.4% | -50.9% |
| All | -53.2% | +18.9% | -72.1% | -56.2% |
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