+60.5%
TEM vs FLR
+28.3%
+32.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.3% | +1.2% |
| 7D | +0.9% | +5.4% | -4.5% | -1.9% |
| 30D | +38.4% | +11.4% | +27.0% | +29.7% |
| 3M | +23.7% | +11.4% | +12.2% | +15.1% |
| 6M | +26.0% | +16.6% | +9.4% | +11.9% |
| YTD | +9.4% | +41.7% | -32.3% | -13.5% |
| 1Y | -17.3% | +35.4% | -52.7% | -33.3% |
| All | +60.5% | +28.3% | +32.3% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling