-33.2%
TEM vs FRMI
-78.6%
+45.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -3.9% |
| 7D | -9.2% | +10.9% | -20.1% | -10.3% |
| 30D | +5.5% | -24.3% | +29.8% | +8.3% |
| 3M | +18.7% | -21.8% | +40.5% | +20.1% |
| 6M | +15.4% | -33.0% | +48.4% | +16.1% |
| YTD | -0.5% | -32.6% | +32.1% | -1.1% |
| All | -33.2% | -78.6% | +45.3% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling