-80.9%
FIG vs TEM
+7.0%
-88.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.7% | +1.4% | -2.1% |
| 7D | -14.5% | -1.1% | -13.4% | -14.3% |
| 30D | -13.3% | +11.3% | -24.6% | -16.1% |
| 3M | +7.4% | +25.5% | -18.1% | -0.5% |
| 6M | -27.8% | +17.1% | -44.9% | -32.4% |
| YTD | -41.1% | +3.8% | -44.9% | -43.7% |
| 1Y | -58.7% | -24.4% | -34.4% | -56.6% |
| All | -80.9% | +7.0% | -88.0% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling