+88.9%
TEM vs FN
+35.6%
+53.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +11.7% | -3.7% | +3.9% |
| 7D | +5.3% | 0.0% | +5.4% | +4.4% |
| 30D | +8.1% | -34.3% | +42.4% | +23.6% |
| 3M | +64.9% | -39.9% | +104.8% | +89.5% |
| 6M | +42.1% | -51.8% | +94.0% | +72.3% |
| YTD | +28.8% | -28.1% | +56.9% | +19.1% |
| 1Y | +5.5% | -29.1% | +34.6% | -3.0% |
| All | +88.9% | +35.6% | +53.3% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling