+60.5%
TEM vs FFIV
+133.4%
-72.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.3% |
| 7D | +0.9% | -1.0% | +1.9% | +1.5% |
| 30D | +38.4% | -5.1% | +43.4% | +43.4% |
| 3M | +23.7% | -4.5% | +28.1% | +27.7% |
| 6M | +26.0% | +36.5% | -10.5% | -7.3% |
| YTD | +9.4% | +53.0% | -43.5% | -29.4% |
| 1Y | -17.3% | +24.2% | -41.5% | -35.1% |
| All | +60.5% | +133.4% | -72.8% | -41.5% |
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