+64.8%
GLD vs TEM
+79.0%
-14.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.7% | +5.8% | +0.3% |
| 7D | -4.6% | -5.9% | +1.3% | -4.4% |
| 30D | -5.5% | +4.8% | -10.3% | -5.6% |
| 3M | -10.9% | +31.9% | -42.8% | -11.7% |
| 6M | -17.4% | +56.0% | -73.4% | -18.5% |
| YTD | -10.3% | +21.3% | -31.6% | -11.3% |
| 1Y | -7.2% | +5.4% | -12.5% | -8.1% |
| All | +64.8% | +79.0% | -14.2% | +64.6% |
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