+10.8%
EW vs TEM
-28.1%
+39.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +0.9% |
| 7D | -3.4% | -9.2% | +5.8% | -2.8% |
| 30D | -7.4% | +5.5% | -12.8% | -8.2% |
| 3M | +0.9% | +18.7% | -17.8% | -1.3% |
| 6M | +1.2% | +15.4% | -14.2% | -1.2% |
| YTD | +1.8% | -0.5% | +2.3% | -0.5% |
| 1Y | +10.8% | -24.8% | +35.7% | +8.6% |
| All | +10.8% | -28.1% | +39.0% | +8.6% |
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 2025-09-10 to 2026-09-10: 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling