+52.2%
TEM vs FDS
-28.0%
+80.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.4% | -1.3% | -3.5% |
| 7D | -1.1% | -8.8% | +7.7% | +2.1% |
| 30D | +11.3% | -1.4% | +12.7% | +11.8% |
| 3M | +25.5% | +13.9% | +11.6% | +18.5% |
| 6M | +17.1% | +27.4% | -10.3% | +4.7% |
| YTD | +3.8% | -2.5% | +6.2% | +7.0% |
| 1Y | -24.4% | -23.8% | -0.6% | -6.2% |
| All | +52.2% | -28.0% | +80.3% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling