-1.3%
EW vs TEM
+53.2%
-54.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | -0.4% |
| 7D | -5.1% | -1.1% | -4.0% | -5.1% |
| 30D | -6.4% | +11.3% | -17.7% | -7.1% |
| 3M | -1.6% | +25.5% | -27.1% | -3.1% |
| 6M | +2.3% | +17.1% | -14.8% | +0.7% |
| YTD | +1.1% | +3.8% | -2.7% | -0.1% |
| 1Y | +8.0% | -24.4% | +32.4% | +7.8% |
| All | -1.3% | +53.2% | -54.5% | -3.2% |
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