-26.9%
TEM vs FRMI
-77.3%
+50.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.5% | -12.0% | -1.8% |
| 7D | +3.2% | +23.3% | -20.1% | +0.8% |
| 30D | +23.5% | -7.6% | +31.1% | +24.0% |
| 3M | +32.3% | +0.2% | +32.1% | +30.2% |
| 6M | +23.0% | -28.7% | +51.7% | +22.9% |
| YTD | +8.9% | -28.6% | +37.5% | +7.5% |
| All | -26.9% | -77.3% | +50.3% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling