+467.8%
TEAM vs FTV
+126.9%
+340.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.6% |
| 7D | -22.2% | +1.4% | -23.6% | -22.8% |
| 30D | -28.1% | +18.3% | -46.4% | -34.7% |
| 3M | -2.2% | +9.8% | -12.0% | -7.5% |
| 6M | +62.2% | +12.3% | +49.9% | +50.7% |
| YTD | -8.4% | +23.1% | -31.4% | -20.0% |
| 1Y | -6.6% | +32.5% | -39.2% | -21.9% |
| 3Y | -15.7% | +38.3% | -54.0% | -31.0% |
| 5Y | -65.7% | +16.8% | -82.6% | -70.1% |
| 10Y | +441.0% | +106.6% | +334.4% | +281.9% |
| All | +467.8% | +126.9% | +340.9% | +300.5% |
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