+130.1%
ANET vs TEM
+46.9%
+83.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.5% |
| 7D | -1.3% | -9.2% | +7.9% | -0.1% |
| 30D | -4.5% | +5.5% | -10.0% | -5.6% |
| 3M | +24.5% | +18.7% | +5.8% | +20.5% |
| 6M | +35.4% | +15.4% | +20.0% | +30.7% |
| YTD | +44.2% | -0.5% | +44.8% | +41.4% |
| 1Y | +25.4% | -24.8% | +50.2% | +27.0% |
| All | +130.1% | +46.9% | +83.3% | +111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling