+81.0%
TEL vs FFIV
+95.4%
-14.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.1% |
| 7D | +4.5% | -0.5% | +5.1% | +4.7% |
| 30D | +2.9% | -32.4% | +35.3% | +14.1% |
| 3M | +1.1% | -25.7% | +26.8% | +8.6% |
| 6M | +5.0% | -13.5% | +18.5% | +7.1% |
| YTD | -3.9% | +21.1% | -25.0% | -13.5% |
| 1Y | -7.4% | +29.4% | -36.9% | -18.8% |
| 3Y | +81.0% | +94.9% | -13.9% | +33.2% |
| All | +81.0% | +95.4% | -14.4% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling