-8.0%
LOW vs TEM
+46.9%
-54.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.8% |
| 7D | -2.6% | -9.2% | +6.5% | -2.1% |
| 30D | -11.1% | +5.5% | -16.6% | -11.7% |
| 3M | -8.5% | +18.7% | -27.2% | -9.9% |
| 6M | -20.8% | +15.4% | -36.3% | -22.2% |
| YTD | -17.2% | -0.5% | -16.7% | -18.1% |
| 1Y | -24.7% | -24.8% | +0.1% | -24.7% |
| All | -8.0% | +46.9% | -54.8% | -16.5% |
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