-17.3%
TEM vs FICO
-39.1%
+21.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -16.7% | +16.6% | +1.7% |
| 7D | +0.9% | -19.2% | +20.1% | +3.0% |
| 30D | +38.4% | -14.6% | +53.0% | +40.5% |
| 3M | +23.7% | -20.1% | +43.7% | +24.1% |
| 6M | +26.0% | -36.3% | +62.3% | +26.9% |
| YTD | +9.4% | -44.9% | +54.3% | +11.0% |
| 1Y | -17.3% | -38.6% | +21.3% | -20.0% |
| All | -17.3% | -39.1% | +21.8% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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