+21.5%
F vs TEM
+90.1%
-68.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.0% | -8.7% | -1.3% |
| 7D | +1.6% | +5.3% | -3.8% | +1.1% |
| 30D | +2.6% | +8.1% | -5.5% | +1.8% |
| 3M | -8.8% | +64.9% | -73.7% | -13.2% |
| 6M | +4.6% | +42.1% | -37.5% | +0.3% |
| YTD | -1.9% | +28.8% | -30.7% | -5.7% |
| 1Y | -0.8% | +5.5% | -6.3% | -3.2% |
| All | +21.5% | +90.1% | -68.6% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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