+60.5%
TEM vs FDS
-22.2%
+82.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.5% | +1.2% |
| 7D | +0.9% | -1.9% | +2.8% | +1.5% |
| 30D | +38.4% | +9.0% | +29.4% | +34.4% |
| 3M | +23.7% | +18.9% | +4.8% | +15.2% |
| 6M | +26.0% | +35.1% | -9.1% | +10.5% |
| YTD | +9.4% | +5.5% | +3.9% | +9.8% |
| 1Y | -17.3% | -16.8% | -0.5% | -1.0% |
| All | +60.5% | -22.2% | +82.7% | +115.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling