+55.2%
AAPL vs TEM
+46.9%
+8.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.1% | +7.7% | +3.8% |
| 7D | -0.5% | -9.2% | +8.7% | -0.1% |
| 30D | +7.1% | +5.5% | +1.6% | +6.5% |
| 3M | +12.1% | +18.7% | -6.6% | +10.5% |
| 6M | +25.4% | +15.4% | +10.0% | +23.4% |
| YTD | +20.5% | -0.5% | +21.0% | +19.2% |
| 1Y | +44.5% | -24.8% | +69.4% | +44.8% |
| All | +55.2% | +46.9% | +8.3% | +49.4% |
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