+473.2%
GEV vs TEM
+60.7%
+412.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | +8.1% | +3.2% | +4.9% | +7.6% |
| 30D | -1.9% | +23.5% | -25.4% | -5.2% |
| 3M | +4.1% | +32.3% | -28.2% | -0.9% |
| 6M | +23.2% | +23.0% | +0.2% | +17.5% |
| YTD | +48.9% | +8.9% | +40.0% | +43.9% |
| 1Y | +62.2% | -19.9% | +82.0% | +62.4% |
| All | +473.2% | +60.7% | +412.5% | +431.4% |
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