-10.5%
TEM vs FRMI
-93.1%
+82.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -10.6% | +7.8% | -1.4% |
| 7D | -1.3% | -39.7% | +38.4% | +5.1% |
| 30D | -9.5% | -55.2% | +45.7% | -0.5% |
| 3M | +60.7% | -71.2% | +131.9% | +85.7% |
| 6M | +35.5% | -64.1% | +99.6% | +48.3% |
| YTD | +28.0% | -77.2% | +105.3% | +43.5% |
| 1Y | -10.5% | -93.2% | +82.7% | +12.3% |
| All | -10.5% | -93.1% | +82.6% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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