-10.5%
TEM vs FICO
-57.1%
+46.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -2.6% |
| 7D | -1.3% | +0.4% | -1.7% | -1.3% |
| 30D | -9.5% | +1.7% | -11.2% | -9.8% |
| 3M | +60.7% | -33.0% | +93.7% | +66.9% |
| 6M | +35.5% | -33.9% | +69.3% | +38.3% |
| YTD | +28.0% | -58.5% | +86.6% | +28.6% |
| 1Y | -10.5% | -56.4% | +45.8% | -9.4% |
| All | -10.5% | -57.1% | +46.6% | -9.4% |
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