+15.7%
TFC vs TEM
+10.9%
+4.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | -1.2% | +5.1% | -6.3% | -1.3% |
| 30D | +7.8% | +16.8% | -9.1% | +7.3% |
| 3M | -3.0% | +42.6% | -45.6% | -3.7% |
| 6M | +5.8% | +63.9% | -58.1% | +3.9% |
| YTD | +5.3% | +34.5% | -29.2% | +4.3% |
| 1Y | +15.7% | +11.0% | +4.7% | +17.1% |
| All | +15.7% | +10.9% | +4.7% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling