+40.3%
MAR vs TEM
+46.9%
-6.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.4% |
| 7D | -2.1% | -9.2% | +7.1% | -1.4% |
| 30D | -5.7% | +5.5% | -11.1% | -6.4% |
| 3M | -14.6% | +18.7% | -33.3% | -16.4% |
| 6M | +1.3% | +15.4% | -14.1% | -1.1% |
| YTD | +6.7% | -0.5% | +7.2% | +5.2% |
| 1Y | +26.4% | -24.8% | +51.3% | +26.9% |
| All | +40.3% | +46.9% | -6.5% | +27.8% |
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