+3.0%
EW vs TEM
+61.6%
-58.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.3% | +0.9% | -1.2% | -0.4% |
| 30D | +1.0% | +38.4% | -37.3% | -0.9% |
| 3M | +2.8% | +23.7% | -20.8% | +1.2% |
| 6M | +5.5% | +26.0% | -20.5% | +3.5% |
| YTD | +5.5% | +9.4% | -4.0% | +3.9% |
| 1Y | +11.0% | -17.3% | +28.3% | +10.4% |
| All | +3.0% | +61.6% | -58.6% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling