-14.6%
TEAM vs FTV
-3.2%
-11.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.8% | -6.2% | -6.5% |
| 7D | -5.7% | -0.4% | -5.3% | -5.4% |
| 30D | +18.3% | -8.3% | +26.7% | +24.9% |
| 3M | +80.2% | -7.4% | +87.6% | +88.3% |
| 6M | +111.0% | -1.2% | +112.2% | +109.5% |
| YTD | +8.8% | +2.7% | +6.1% | +4.4% |
| 1Y | +2.2% | +18.4% | -16.3% | -13.2% |
| 3Y | -14.6% | -2.0% | -12.6% | -14.0% |
| All | -14.6% | -3.2% | -11.4% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling