-3.5%
IR vs TEM
-15.5%
+12.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -2.8% | +0.9% | -3.7% | -2.9% |
| 30D | -15.1% | +38.4% | -53.5% | -17.6% |
| 3M | +6.1% | +23.7% | -17.6% | +3.3% |
| 6M | -16.8% | +26.0% | -42.8% | -19.8% |
| YTD | -3.5% | +9.4% | -13.0% | -6.1% |
| 1Y | -3.5% | -17.3% | +13.8% | -4.3% |
| All | -3.5% | -15.5% | +12.0% | -4.3% |
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 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