-55.8%
FIG vs TEM
-15.5%
-40.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | -16.3% | +0.9% | -17.2% | -16.6% |
| 30D | -14.3% | +38.4% | -52.7% | -23.6% |
| 3M | +7.2% | +23.7% | -16.5% | -2.5% |
| 6M | -18.6% | +26.0% | -44.6% | -27.2% |
| YTD | -35.5% | +9.4% | -44.9% | -39.8% |
| 1Y | -55.8% | -17.3% | -38.5% | -50.8% |
| All | -55.8% | -15.5% | -40.3% | -50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling