+26.4%
MAR vs TEM
-28.1%
+54.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.6% |
| 7D | -2.1% | -9.2% | +7.1% | -1.8% |
| 30D | -5.7% | +5.5% | -11.1% | -6.0% |
| 3M | -14.6% | +18.7% | -33.3% | -15.3% |
| 6M | +1.3% | +15.4% | -14.1% | +0.1% |
| YTD | +6.7% | -0.5% | +7.2% | +6.0% |
| 1Y | +26.4% | -24.8% | +51.3% | +24.4% |
| All | +26.4% | -28.1% | +54.6% | +24.4% |
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