+295.2%
TEL vs FFIV
+238.2%
+57.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.7% |
| 7D | -2.3% | +1.6% | -3.9% | -3.1% |
| 30D | -6.1% | -3.7% | -2.3% | -4.7% |
| 3M | +1.7% | +2.0% | -0.3% | +0.1% |
| 6M | +1.6% | +39.3% | -37.6% | -14.3% |
| YTD | -9.1% | +56.1% | -65.2% | -28.1% |
| 1Y | -1.7% | +22.0% | -23.6% | -13.2% |
| 3Y | +67.3% | +148.2% | -80.9% | +0.9% |
| 5Y | +52.1% | +96.3% | -44.2% | +0.8% |
| All | +295.2% | +238.2% | +57.0% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling