-22.1%
FPS vs TEM
+54.3%
-76.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +11.0% | +5.0% | +12.5% |
| 7D | -8.0% | +7.6% | -15.6% | -9.7% |
| 30D | -43.5% | +19.0% | -62.6% | -45.9% |
| 3M | -41.6% | +62.2% | -103.8% | -49.8% |
| 6M | -44.0% | +69.4% | -113.4% | -53.8% |
| All | -22.1% | +54.3% | -76.4% | -34.1% |
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