+109.8%
TEM vs FFIV
+89.9%
+19.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.2% | +8.8% | +9.6% |
| 7D | +7.6% | -2.1% | +9.7% | +9.2% |
| 30D | +19.0% | -33.8% | +52.8% | +51.7% |
| 3M | +62.2% | -20.6% | +82.8% | +77.0% |
| 6M | +69.4% | -10.2% | +79.6% | +64.4% |
| YTD | +43.0% | +24.5% | +18.5% | -1.1% |
| 1Y | +18.0% | +29.3% | -11.3% | -22.0% |
| All | +109.8% | +89.9% | +19.9% | -17.9% |
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