+51.8%
TEL vs FFIV
+100.0%
-48.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.0% | -1.8% |
| 7D | +1.2% | +3.5% | -2.2% | -0.2% |
| 30D | -4.1% | -1.3% | -2.8% | -3.8% |
| 3M | -2.6% | +2.4% | -5.0% | -4.1% |
| 6M | 0.0% | +41.8% | -41.8% | -15.4% |
| YTD | -9.1% | +58.5% | -67.6% | -27.6% |
| 1Y | -0.8% | +24.3% | -25.2% | -12.1% |
| 3Y | +67.4% | +152.0% | -84.7% | +0.7% |
| 5Y | +51.8% | +99.1% | -47.4% | 0.0% |
| All | +51.8% | +100.0% | -48.2% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling