+88.5%
TEM vs FN
+46.7%
+41.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.3% | -3.0% |
| 7D | +7.8% | +20.8% | -13.0% | +0.9% |
| 30D | +11.2% | -17.3% | +28.5% | +17.6% |
| 3M | +39.0% | -38.1% | +77.1% | +59.2% |
| 6M | +61.6% | -44.2% | +105.9% | +84.6% |
| YTD | +28.5% | -22.3% | +50.8% | +15.7% |
| 1Y | +6.7% | -20.9% | +27.7% | -6.1% |
| All | +88.5% | +46.7% | +41.8% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling