+52.2%
TEM vs FTV
+3.6%
+48.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.2% | -3.4% | -3.2% |
| 7D | -1.1% | -1.3% | +0.2% | +0.5% |
| 30D | +11.3% | -9.5% | +20.8% | +24.8% |
| 3M | +25.5% | -10.9% | +36.4% | +40.5% |
| 6M | +17.1% | -0.6% | +17.8% | +11.0% |
| YTD | +3.8% | +1.4% | +2.4% | -8.6% |
| 1Y | -24.4% | +17.6% | -42.0% | -49.7% |
| All | +52.2% | +3.6% | +48.6% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 5y: compounded portfolio wealth divided by compounded FTV 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…
5y analysis · Full analysis span regression · 6 months rolling