+88.2%
GM vs TEM
+46.9%
+41.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.1% | +7.0% | +3.2% |
| 7D | -1.1% | -9.2% | +8.1% | -0.2% |
| 30D | -3.4% | +5.5% | -8.9% | -4.3% |
| 3M | +8.7% | +18.7% | -10.0% | +6.1% |
| 6M | +15.4% | +15.4% | 0.0% | +12.3% |
| YTD | +6.6% | -0.5% | +7.1% | +4.8% |
| 1Y | +51.5% | -24.8% | +76.3% | +51.8% |
| All | +88.2% | +46.9% | +41.3% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling