+109.8%
TEM vs FICO
-47.3%
+157.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.7% | +8.3% | +10.3% |
| 7D | +7.6% | -0.1% | +7.7% | +7.6% |
| 30D | +19.0% | +8.4% | +10.6% | +15.7% |
| 3M | +62.2% | -30.5% | +92.7% | +76.5% |
| 6M | +69.4% | -35.7% | +105.1% | +83.4% |
| YTD | +43.0% | -57.2% | +100.2% | +82.0% |
| 1Y | +18.0% | -58.4% | +76.4% | +52.1% |
| All | +109.8% | -47.3% | +157.1% | +91.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling