+100.1%
TEM vs FITB
+68.3%
+31.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.3% |
| 7D | +3.5% | +0.5% | +3.0% | +3.2% |
| 30D | +13.5% | +7.0% | +6.5% | +6.6% |
| 3M | +46.3% | -4.4% | +50.6% | +51.6% |
| 6M | +61.5% | +11.6% | +50.0% | +40.0% |
| YTD | +36.4% | +18.6% | +17.8% | +4.9% |
| 1Y | +12.2% | +29.8% | -17.6% | -24.3% |
| All | +100.1% | +68.3% | +31.8% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling