+44.0%
EQT vs TEM
+46.9%
-2.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +0.9% |
| 7D | -1.2% | -9.2% | +8.0% | -0.5% |
| 30D | +1.1% | +5.5% | -4.4% | +0.4% |
| 3M | +4.8% | +18.7% | -13.9% | +2.8% |
| 6M | -10.6% | +15.4% | -26.0% | -12.5% |
| YTD | +3.4% | -0.5% | +4.0% | +2.1% |
| 1Y | +8.7% | -24.8% | +33.5% | +9.3% |
| All | +44.0% | +46.9% | -2.9% | +34.9% |
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 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