-10.5%
TEM vs FE
+6.1%
-16.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.3% | +1.7% | -3.0% | -0.4% |
| 30D | -9.5% | +8.1% | -17.6% | -5.1% |
| 3M | +60.7% | -1.3% | +62.0% | +61.6% |
| 6M | +35.5% | +2.9% | +32.6% | +38.6% |
| YTD | +28.0% | +8.6% | +19.5% | +22.7% |
| 1Y | -10.5% | +6.3% | -16.8% | -12.3% |
| All | -10.5% | +6.1% | -16.6% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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