+39.6%
EXC vs TEM
+111.1%
-71.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.0% | -11.0% | +0.2% |
| 7D | -1.7% | +7.6% | -9.3% | -1.6% |
| 30D | +9.3% | +19.0% | -9.7% | +9.7% |
| 3M | +1.0% | +62.2% | -61.2% | +1.8% |
| 6M | +5.9% | +69.4% | -63.4% | +6.9% |
| YTD | +7.6% | +43.0% | -35.4% | +8.6% |
| 1Y | +2.4% | +18.0% | -15.6% | +3.3% |
| All | +39.6% | +111.1% | -71.5% | +39.5% |
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