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  • TEM vs FDS✓SelectedUSD · FDSTEM vs FDS performance historyLatest closeAs of-0.51%09/08
Stock and ETF performance explorer

TEM vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+59.7%
FDS return
-25.5%
Excess return
+85.2%
Maximum drawdown
-59.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
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