+52.2%
TEM vs USFR
+9.9%
+42.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | -1.1% | +0.1% | -1.1% | -1.5% |
| 30D | +11.3% | +0.3% | +11.0% | +9.0% |
| 3M | +25.5% | +1.0% | +24.5% | +16.2% |
| 6M | +17.1% | +1.9% | +15.2% | -3.1% |
| YTD | +3.8% | +2.7% | +1.1% | -21.7% |
| 1Y | -24.4% | +4.0% | -28.3% | -51.2% |
| All | +52.2% | +9.9% | +42.3% | -64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling