+52.2%
TEM vs FTI
+222.0%
-169.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.2% | -4.5% |
| 7D | -1.1% | -2.3% | +1.3% | 0.0% |
| 30D | +11.3% | +5.0% | +6.3% | +8.6% |
| 3M | +25.5% | +13.8% | +11.7% | +16.3% |
| 6M | +17.1% | +22.9% | -5.8% | +2.3% |
| YTD | +3.8% | +75.0% | -71.2% | -26.9% |
| 1Y | -24.4% | +96.9% | -121.2% | -51.0% |
| All | +52.2% | +222.0% | -169.7% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling