+52.2%
TEM vs FLR
+25.2%
+27.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.2% | -1.5% | -3.0% |
| 7D | -1.1% | -3.1% | +2.1% | +0.6% |
| 30D | +11.3% | +4.9% | +6.4% | +8.5% |
| 3M | +25.5% | +10.8% | +14.7% | +16.9% |
| 6M | +17.1% | +19.7% | -2.5% | +2.5% |
| YTD | +3.8% | +38.4% | -34.6% | -16.9% |
| 1Y | -24.4% | +34.7% | -59.0% | -38.8% |
| All | +52.2% | +25.2% | +27.0% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling