-6.1%
F vs TEM
+3.5%
-9.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.7% | +5.7% | +0.5% |
| 7D | -3.1% | -5.9% | +2.8% | -2.7% |
| 30D | 0.0% | +4.8% | -4.8% | -0.4% |
| 3M | -13.2% | +31.9% | -45.1% | -15.9% |
| 6M | -10.2% | +56.0% | -66.2% | -14.7% |
| YTD | -4.9% | +21.3% | -26.2% | -9.5% |
| 1Y | -6.1% | +5.4% | -11.5% | -7.5% |
| All | -6.1% | +3.5% | -9.6% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling