+5.4%
TEM vs FGI
+17.8%
-12.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -25.2% | +19.5% | -4.9% |
| 7D | -5.9% | -14.4% | +8.6% | -5.4% |
| 30D | +4.8% | -11.8% | +16.6% | +5.1% |
| 3M | +31.9% | -46.2% | +78.1% | +33.9% |
| 6M | +56.0% | +5.2% | +50.8% | +53.0% |
| YTD | +21.3% | +10.5% | +10.7% | +13.8% |
| 1Y | +5.4% | +25.5% | -20.1% | -3.3% |
| All | +5.4% | +17.8% | -12.4% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling