-7.5%
IR vs TEM
-24.0%
+16.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.7% | +2.6% | -1.7% |
| 7D | -1.9% | -1.1% | -0.8% | -1.8% |
| 30D | -15.0% | +11.3% | -26.3% | -16.0% |
| 3M | -0.4% | +25.5% | -25.9% | -3.2% |
| 6M | -15.0% | +17.1% | -32.2% | -17.6% |
| YTD | -7.1% | +3.8% | -10.8% | -9.2% |
| 1Y | -7.5% | -24.4% | +16.8% | -7.7% |
| All | -7.5% | -24.0% | +16.4% | -7.7% |
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