+6.5%
FIX vs TEM
-5.3%
+11.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +8.0% | -2.5% | +4.1% |
| 7D | -17.5% | +5.3% | -22.8% | -18.0% |
| 30D | -41.6% | +8.1% | -49.7% | -42.2% |
| 3M | -40.6% | +64.9% | -105.5% | -47.8% |
| 6M | -49.4% | +42.1% | -91.5% | -54.2% |
| YTD | +9.2% | +28.8% | -19.6% | -3.4% |
| 1Y | +6.5% | +5.5% | +1.0% | +7.8% |
| All | +6.5% | -5.3% | +11.7% | +7.8% |
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