+17.6%
TEM vs FN
-20.4%
+38.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +11.9% | -0.8% | +9.0% |
| 7D | +7.6% | +16.3% | -8.7% | +4.9% |
| 30D | +19.0% | -24.7% | +43.8% | +22.1% |
| 3M | +62.2% | -34.9% | +97.2% | +70.0% |
| 6M | +69.4% | -41.1% | +110.5% | +77.4% |
| YTD | +43.0% | -19.6% | +62.6% | +30.2% |
| All | +17.6% | -20.4% | +38.1% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling