-53.1%
TEAM vs FTV
+1.8%
-54.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +1.8% |
| 7D | -4.7% | -1.3% | -3.4% | -3.6% |
| 30D | +17.0% | -9.5% | +26.5% | +27.0% |
| 3M | +85.9% | -10.9% | +96.8% | +103.5% |
| 6M | +116.7% | -0.6% | +117.3% | +113.0% |
| YTD | +9.6% | +1.4% | +8.2% | +4.4% |
| 1Y | -2.5% | +17.6% | -20.2% | -20.4% |
| 3Y | -14.0% | -3.3% | -10.7% | -16.3% |
| 5Y | -53.1% | -0.1% | -52.9% | -60.6% |
| All | -53.1% | +1.8% | -54.9% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling