+119.7%
C vs TEM
+111.1%
+8.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.0% | -8.6% | +1.3% |
| 7D | -0.9% | +7.6% | -8.5% | -1.7% |
| 30D | -5.4% | +19.0% | -24.4% | -7.3% |
| 3M | -9.2% | +62.2% | -71.4% | -14.8% |
| 6M | -1.8% | +69.4% | -71.2% | -9.0% |
| YTD | +6.7% | +43.0% | -36.3% | 0.0% |
| 1Y | +23.5% | +18.0% | +5.5% | +18.1% |
| All | +119.7% | +111.1% | +8.6% | +86.7% |
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