-80.3%
FIG vs TEM
+12.3%
-92.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.2% | -5.6% |
| 7D | -16.4% | +3.2% | -19.6% | -17.0% |
| 30D | -2.3% | +23.5% | -25.8% | -7.7% |
| 3M | +7.8% | +32.3% | -24.5% | -1.4% |
| 6M | -21.8% | +23.0% | -44.9% | -27.7% |
| YTD | -39.1% | +8.9% | -48.0% | -42.4% |
| 1Y | -56.6% | -19.9% | -36.8% | -54.7% |
| All | -80.3% | +12.3% | -92.6% | -76.9% |
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