-24.8%
TEM vs FLR
+30.6%
-55.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.1% |
| 7D | -9.2% | -6.9% | -2.3% | -6.2% |
| 30D | +5.5% | +1.1% | +4.3% | +5.0% |
| 3M | +18.7% | +14.3% | +4.4% | +10.0% |
| 6M | +15.4% | +19.1% | -3.7% | +2.0% |
| YTD | -0.5% | +35.1% | -35.6% | -19.0% |
| 1Y | -24.8% | +29.5% | -54.3% | -36.1% |
| All | -24.8% | +30.6% | -55.5% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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