+59.7%
TEM vs FGI
+77.6%
-17.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | +3.2% | +5.2% | -1.9% | +3.1% |
| 30D | +23.5% | +65.2% | -41.7% | +18.7% |
| 3M | +32.3% | +30.2% | +2.1% | +28.1% |
| 6M | +23.0% | +87.8% | -64.8% | +13.8% |
| YTD | +8.9% | +32.5% | -23.6% | +2.4% |
| 1Y | -19.9% | +93.6% | -113.4% | -28.2% |
| All | +59.7% | +77.6% | -17.9% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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