-24.8%
TEM vs FDS
-28.0%
+3.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.8% | +1.7% | -2.9% |
| 7D | -9.2% | -16.0% | +6.8% | -5.7% |
| 30D | +5.5% | -6.7% | +12.2% | +7.1% |
| 3M | +18.7% | +6.0% | +12.8% | +17.1% |
| 6M | +15.4% | +25.1% | -9.7% | +9.4% |
| YTD | -0.5% | -8.1% | +7.6% | +1.3% |
| 1Y | -24.8% | -26.0% | +1.2% | -13.6% |
| All | -24.8% | -28.0% | +3.1% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling