+60.5%
TEM vs FTV
+5.7%
+54.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +1.1% |
| 7D | +0.9% | -4.5% | +5.4% | +6.4% |
| 30D | +38.4% | -7.1% | +45.4% | +50.6% |
| 3M | +23.7% | -7.2% | +30.8% | +31.4% |
| 6M | +26.0% | -1.5% | +27.5% | +21.4% |
| YTD | +9.4% | +3.5% | +6.0% | -5.9% |
| 1Y | -17.3% | +20.3% | -37.6% | -46.6% |
| All | +60.5% | +5.7% | +54.8% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling