-10.0%
TEL vs FFIV
+33.1%
-43.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | -0.4% | -2.9% | +2.6% | +0.3% |
| 30D | +1.0% | -32.4% | +33.4% | +8.1% |
| 3M | +0.7% | -22.7% | +23.4% | +4.7% |
| 6M | +7.3% | -10.7% | +18.0% | +8.6% |
| YTD | -2.5% | +25.4% | -27.9% | -9.1% |
| All | -10.0% | +33.1% | -43.0% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling