-24.4%
TEM vs FITB
+23.4%
-47.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -4.6% |
| 7D | -1.1% | -0.4% | -0.7% | -1.0% |
| 30D | +11.3% | -5.1% | +16.4% | +11.9% |
| 3M | +25.5% | +3.5% | +22.0% | +23.5% |
| 6M | +17.1% | +17.2% | -0.1% | +10.8% |
| YTD | +3.8% | +17.6% | -13.9% | -3.2% |
| 1Y | -24.4% | +23.4% | -47.7% | -31.2% |
| All | -24.4% | +23.4% | -47.7% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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