+67.6%
TEL vs FFIV
+141.9%
-74.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -1.4% | -1.5% | +0.1% | -0.9% |
| 30D | -4.9% | -2.7% | -2.2% | -4.3% |
| 3M | +0.1% | -1.7% | +1.7% | +0.2% |
| 6M | +0.4% | +36.1% | -35.8% | -10.5% |
| YTD | -8.9% | +52.6% | -61.6% | -22.7% |
| 1Y | -0.3% | +21.5% | -21.8% | -8.1% |
| 3Y | +67.6% | +142.7% | -75.1% | +12.7% |
| All | +67.6% | +141.9% | -74.3% | +12.7% |
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