-1.6%
TEL vs FFIV
+23.9%
-25.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.0% | -0.8% |
| 7D | +1.2% | +3.5% | -2.2% | +0.7% |
| 30D | -4.1% | -1.3% | -2.8% | -4.1% |
| 3M | -2.6% | +2.4% | -5.0% | -3.1% |
| 6M | 0.0% | +41.8% | -41.8% | -5.2% |
| YTD | -9.1% | +58.5% | -67.6% | -15.0% |
| All | -1.6% | +23.9% | -25.5% | -5.5% |
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