+58.1%
TFC vs TEM
+60.7%
-2.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.1% |
| 7D | +2.2% | +3.2% | -1.0% | +2.0% |
| 30D | -2.5% | +23.5% | -26.0% | -4.5% |
| 3M | +4.5% | +32.3% | -27.8% | +1.4% |
| 6M | +11.0% | +23.0% | -12.0% | +7.6% |
| YTD | +5.9% | +8.9% | -3.0% | +3.6% |
| 1Y | +14.6% | -19.9% | +34.4% | +14.5% |
| All | +58.1% | +60.7% | -2.6% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling