+88.9%
TEM vs FFIV
+85.8%
+3.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.3% | +8.3% | +8.2% |
| 7D | +5.3% | -8.1% | +13.4% | +10.9% |
| 30D | +8.1% | -33.4% | +41.5% | +36.5% |
| 3M | +64.9% | -24.7% | +89.6% | +86.5% |
| 6M | +42.1% | -8.8% | +51.0% | +35.0% |
| YTD | +28.8% | +21.8% | +7.0% | -9.8% |
| 1Y | +5.5% | +25.3% | -19.8% | -28.6% |
| All | +88.9% | +85.8% | +3.1% | -25.1% |
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