+5.4%
TEM vs USFR
+4.1%
+1.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.6% |
| 7D | -5.9% | +0.1% | -5.9% | -5.7% |
| 30D | +4.8% | +0.4% | +4.4% | +5.7% |
| 3M | +31.9% | +1.1% | +30.8% | +37.3% |
| 6M | +56.0% | +2.0% | +54.0% | +64.3% |
| YTD | +21.3% | +3.5% | +17.8% | -1.8% |
| 1Y | +5.4% | +4.1% | +1.3% | -36.9% |
| All | +5.4% | +4.1% | +1.3% | -36.9% |
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 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