+11.7%
TEM vs FFIV
+33.1%
-21.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.6% |
| 7D | +5.1% | -2.9% | +8.0% | +5.9% |
| 30D | +16.8% | -32.4% | +49.2% | +28.3% |
| 3M | +42.6% | -22.7% | +65.3% | +47.7% |
| 6M | +63.9% | -10.7% | +74.6% | +59.6% |
| YTD | +34.5% | +25.4% | +9.1% | +9.1% |
| All | +11.7% | +33.1% | -21.4% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling