+464.9%
GEV vs TEM
+47.5%
+417.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.2% | +3.6% |
| 7D | +1.6% | -8.7% | +10.3% | +2.8% |
| 30D | -7.9% | +8.1% | -16.0% | -9.4% |
| 3M | +5.6% | +19.0% | -13.4% | +2.0% |
| 6M | +13.1% | +12.0% | +1.0% | +9.2% |
| YTD | +46.7% | -0.1% | +46.8% | +43.4% |
| 1Y | +51.3% | -33.5% | +84.8% | +55.4% |
| All | +464.9% | +47.5% | +417.4% | +429.6% |
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 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