+57.5%
TFC vs TEM
+46.9%
+10.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.7% |
| 7D | -2.5% | -9.2% | +6.7% | -1.8% |
| 30D | -2.8% | +5.5% | -8.3% | -3.7% |
| 3M | +2.1% | +18.7% | -16.6% | -0.1% |
| 6M | +10.1% | +15.4% | -5.3% | +7.3% |
| YTD | +5.4% | -0.5% | +6.0% | +3.8% |
| 1Y | +16.3% | -24.8% | +41.2% | +16.8% |
| All | +57.5% | +46.9% | +10.6% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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