+40.2%
MAR vs TEM
+60.7%
-20.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.3% |
| 7D | -1.7% | +3.2% | -5.0% | -2.0% |
| 30D | -6.9% | +23.5% | -30.4% | -8.7% |
| 3M | -15.8% | +32.3% | -48.1% | -18.2% |
| 6M | +1.9% | +23.0% | -21.1% | -0.9% |
| YTD | +6.6% | +8.9% | -2.3% | +4.4% |
| 1Y | +23.7% | -19.9% | +43.5% | +23.6% |
| All | +40.2% | +60.7% | -20.5% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling