-1.7%
B vs TEM
+49.6%
-51.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.0% | -7.4% | -0.8% |
| 7D | +9.6% | +5.3% | +4.3% | +8.4% |
| 30D | +3.5% | +8.1% | -4.6% | +1.8% |
| 3M | -1.6% | +64.9% | -66.5% | -12.5% |
| 6M | -1.7% | +42.1% | -43.8% | -10.9% |
| All | -1.7% | +49.6% | -51.3% | -10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling