-52.0%
FIG vs TEM
+3.5%
-55.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.7% | +8.5% | +4.1% |
| 7D | +3.4% | -5.9% | +9.3% | +4.7% |
| 30D | -9.5% | +4.8% | -14.3% | -10.5% |
| 3M | -26.2% | +31.9% | -58.1% | -32.5% |
| 6M | +2.7% | +56.0% | -53.3% | -12.5% |
| YTD | -48.0% | +21.3% | -69.2% | -53.0% |
| 1Y | -52.0% | +5.4% | -57.4% | -54.5% |
| All | -52.0% | +3.5% | -55.5% | -54.5% |
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