+77.9%
TEM vs USFR
+10.8%
+67.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.8% |
| 7D | -5.9% | +0.1% | -5.9% | -6.3% |
| 30D | +4.8% | +0.4% | +4.4% | +2.1% |
| 3M | +31.9% | +1.1% | +30.8% | +22.6% |
| 6M | +56.0% | +2.0% | +54.0% | +32.6% |
| YTD | +21.3% | +3.5% | +17.8% | -13.4% |
| 1Y | +5.4% | +4.1% | +1.3% | -30.5% |
| All | +77.9% | +10.8% | +67.1% | -61.2% |
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