+272.6%
FIX vs TEM
+98.6%
+174.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.4% | +6.4% | +5.3% |
| 7D | +6.4% | +5.1% | +1.4% | +5.7% |
| 30D | -29.1% | +16.8% | -45.9% | -30.8% |
| 3M | -31.1% | +42.6% | -73.8% | -36.1% |
| 6M | -42.8% | +63.9% | -106.7% | -48.7% |
| YTD | +24.6% | +34.5% | -9.9% | +14.4% |
| 1Y | +21.9% | +11.0% | +10.9% | +15.6% |
| All | +272.6% | +98.6% | +174.0% | +210.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling