+473.1%
TEAM vs FTV
+127.6%
+345.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -2.4% | +3.9% | -6.3% | -4.5% |
| 30D | -26.7% | +18.7% | -45.4% | -33.5% |
| 3M | -9.6% | +10.0% | -19.7% | -14.7% |
| 6M | +86.0% | +14.6% | +71.5% | +70.8% |
| YTD | -7.5% | +23.4% | -30.9% | -19.3% |
| 1Y | -1.4% | +31.3% | -32.7% | -17.1% |
| 3Y | -14.3% | +39.8% | -54.1% | -30.2% |
| 5Y | -66.3% | +17.7% | -84.0% | -70.7% |
| 10Y | +445.6% | +110.2% | +335.4% | +283.5% |
| All | +473.1% | +127.6% | +345.6% | +303.6% |
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 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