+59.7%
TEM vs FE
+32.2%
+27.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | +3.2% | +0.6% | +2.6% | +3.2% |
| 30D | +23.5% | -2.1% | +25.7% | +23.7% |
| 3M | +32.3% | +2.6% | +29.7% | +31.6% |
| 6M | +23.0% | -6.8% | +29.8% | +24.5% |
| YTD | +8.9% | +6.9% | +2.0% | +5.4% |
| 1Y | -19.9% | +11.6% | -31.4% | -23.5% |
| All | +59.7% | +32.2% | +27.6% | +37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling