+176.7%
B vs TEM
+111.1%
+65.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.0% | -6.8% | +3.3% |
| 7D | +11.3% | +7.6% | +3.7% | +10.6% |
| 30D | +2.9% | +19.0% | -16.1% | +1.3% |
| 3M | -2.9% | +62.2% | -65.1% | -7.1% |
| 6M | -1.2% | +69.4% | -70.6% | -6.1% |
| YTD | -1.3% | +43.0% | -44.3% | -5.6% |
| 1Y | +30.4% | +18.0% | +12.4% | +25.8% |
| All | +176.7% | +111.1% | +65.6% | +162.7% |
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