+494.0%
TEAM vs FTV
+80.1%
+413.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.4% | +2.3% |
| 7D | -7.8% | -5.2% | -2.6% | -5.0% |
| 30D | +16.5% | -11.5% | +28.1% | +24.6% |
| 3M | +96.2% | -9.0% | +105.2% | +106.2% |
| 6M | +130.2% | -2.0% | +132.2% | +130.3% |
| YTD | +10.7% | -0.9% | +11.7% | +9.5% |
| 1Y | +3.0% | +14.8% | -11.8% | -7.0% |
| 3Y | -13.1% | -5.5% | -7.6% | -12.1% |
| 5Y | -52.7% | -1.9% | -50.9% | -54.1% |
| All | +494.0% | +80.1% | +413.9% | +405.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling