-19.4%
IR vs TEM
+53.2%
-72.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.7% | +2.6% | -1.6% |
| 7D | -1.9% | -1.1% | -0.8% | -1.8% |
| 30D | -15.0% | +11.3% | -26.3% | -16.3% |
| 3M | -0.4% | +25.5% | -25.9% | -3.5% |
| 6M | -15.0% | +17.1% | -32.2% | -17.6% |
| YTD | -7.1% | +3.8% | -10.8% | -9.1% |
| 1Y | -7.5% | -24.4% | +16.8% | -7.2% |
| All | -19.4% | +53.2% | -72.6% | -28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling