+59.7%
TEM vs FDS
-25.5%
+85.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +1.0% |
| 7D | +3.2% | -5.4% | +8.6% | +5.2% |
| 30D | +23.5% | +1.6% | +21.9% | +22.7% |
| 3M | +32.3% | +17.7% | +14.6% | +23.4% |
| 6M | +23.0% | +29.1% | -6.0% | +9.7% |
| YTD | +8.9% | +1.0% | +7.9% | +10.9% |
| 1Y | -19.9% | -21.6% | +1.8% | -1.3% |
| All | +59.7% | -25.5% | +85.2% | +117.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling