+683.8%
TEL vs FFIV
+872.4%
-188.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | +3.0% | -1.0% | +3.9% | +3.3% |
| 30D | -3.9% | -5.1% | +1.1% | -2.3% |
| 3M | -5.1% | -4.5% | -0.7% | -3.9% |
| 6M | +0.6% | +36.5% | -35.9% | -11.8% |
| YTD | -7.3% | +53.0% | -60.3% | -22.7% |
| 1Y | +1.1% | +24.2% | -23.1% | -9.4% |
| 3Y | +63.7% | +137.2% | -73.5% | +12.5% |
| 5Y | +50.7% | +91.8% | -41.1% | +11.0% |
| 10Y | +290.2% | +215.2% | +75.0% | +132.1% |
| All | +683.8% | +872.4% | -188.6% | +113.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling