-32.9%
TEM vs FRMI
-78.1%
+45.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.6% | +0.2% |
| 7D | -8.7% | +7.4% | -16.1% | -9.5% |
| 30D | +8.1% | -27.6% | +35.7% | +11.5% |
| 3M | +19.0% | -20.9% | +39.9% | +20.2% |
| 6M | +12.0% | -36.6% | +48.6% | +13.1% |
| YTD | -0.1% | -31.3% | +31.2% | -0.9% |
| All | -32.9% | -78.1% | +45.2% | -33.4% |
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