+261.9%
FIX vs TEM
+89.7%
+172.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.6% | -2.2% |
| 7D | +16.9% | +7.8% | +9.2% | +15.6% |
| 30D | -30.6% | +11.2% | -41.9% | -31.8% |
| 3M | -35.1% | +39.0% | -74.1% | -39.5% |
| 6M | -44.0% | +61.6% | -105.6% | -49.7% |
| YTD | +21.0% | +28.5% | -7.5% | +12.0% |
| 1Y | +16.2% | +6.7% | +9.4% | +10.8% |
| All | +261.9% | +89.7% | +172.1% | +203.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling