+39.4%
GM vs TEM
-11.1%
+50.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.8% | +7.4% | +4.8% |
| 7D | +12.1% | -1.3% | +13.4% | +12.1% |
| 30D | +15.2% | -9.5% | +24.7% | +15.7% |
| 3M | +4.9% | +60.7% | -55.8% | +0.6% |
| 6M | +22.6% | +35.5% | -12.9% | +18.3% |
| YTD | +14.4% | +28.0% | -13.6% | +9.4% |
| 1Y | +39.4% | -10.5% | +49.9% | +39.4% |
| All | +39.4% | -11.1% | +50.5% | +39.4% |
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 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