-10.5%
TEM vs USFR
+4.1%
-14.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -9.5% | +0.4% | -9.9% | -9.3% |
| 3M | +60.7% | +1.1% | +59.6% | +63.7% |
| 6M | +35.5% | +2.0% | +33.4% | +30.1% |
| YTD | +28.0% | +3.4% | +24.7% | -16.4% |
| 1Y | -10.5% | +4.1% | -14.6% | -66.6% |
| All | -10.5% | +4.1% | -14.6% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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