+75.0%
TEM vs FN
+21.5%
+53.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -14.2% | +7.4% | -2.0% |
| 7D | -9.5% | -16.0% | +6.5% | -4.6% |
| 30D | -2.2% | -40.1% | +38.0% | +15.5% |
| 3M | +50.8% | -43.9% | +94.7% | +77.0% |
| 6M | +30.3% | -55.6% | +85.9% | +61.8% |
| YTD | +19.3% | -35.7% | +54.9% | +14.6% |
| 1Y | -14.4% | -39.8% | +25.4% | -15.3% |
| All | +75.0% | +21.5% | +53.5% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling