+42.1%
TEM vs FGI
-2.1%
+44.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.8% | +8.8% | +8.0% |
| 7D | +5.3% | -7.0% | +12.3% | +5.4% |
| 30D | +8.1% | -4.2% | +12.3% | +8.2% |
| 3M | +64.9% | +55.6% | +9.3% | +63.3% |
| 6M | +42.1% | -3.2% | +45.3% | +54.2% |
| All | +42.1% | -2.1% | +44.3% | +54.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling