+14.5%
FIX vs TEM
+11.3%
+3.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +11.0% | -1.6% | +7.4% |
| 7D | -7.2% | +7.6% | -14.8% | -8.4% |
| 30D | -35.1% | +19.0% | -54.2% | -36.9% |
| 3M | -34.3% | +62.2% | -96.5% | -41.3% |
| 6M | -42.9% | +69.4% | -112.3% | -50.5% |
| YTD | +19.5% | +43.0% | -23.5% | +3.7% |
| All | +14.5% | +11.3% | +3.2% | +13.4% |
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 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