+13.8%
FIX vs TEM
+6.2%
+7.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +4.0% | +0.2% |
| 7D | -13.9% | +3.5% | -17.5% | -14.4% |
| 30D | -35.5% | +13.5% | -49.1% | -36.8% |
| 3M | -33.9% | +46.3% | -80.2% | -39.5% |
| 6M | -43.3% | +61.5% | -104.8% | -50.4% |
| YTD | +18.7% | +36.4% | -17.7% | +3.9% |
| 1Y | +13.8% | +12.2% | +1.6% | +13.6% |
| All | +13.8% | +6.2% | +7.6% | +13.6% |
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