+59.7%
TEM vs FFIV
+132.9%
-73.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.3% |
| 7D | +3.2% | -1.5% | +4.8% | +4.6% |
| 30D | +23.5% | -2.7% | +26.2% | +25.8% |
| 3M | +32.3% | -1.7% | +34.0% | +32.8% |
| 6M | +23.0% | +36.1% | -13.1% | -9.3% |
| YTD | +8.9% | +52.6% | -43.8% | -29.7% |
| 1Y | -19.9% | +21.5% | -41.4% | -35.4% |
| All | +59.7% | +132.9% | -73.2% | -41.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling