+45.9%
TEM vs FTI
+212.8%
-166.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.3% | -2.9% |
| 7D | -9.2% | -5.6% | -3.5% | -6.7% |
| 30D | +5.5% | +0.4% | +5.1% | +5.1% |
| 3M | +18.7% | +8.1% | +10.6% | +12.9% |
| 6M | +15.4% | +16.7% | -1.3% | +3.6% |
| YTD | -0.5% | +70.0% | -70.5% | -29.0% |
| 1Y | -24.8% | +85.4% | -110.3% | -49.6% |
| All | +45.9% | +212.8% | -166.8% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FTI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling