+43.5%
MAR vs TEM
+61.6%
-18.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -4.2% | +0.9% | -5.1% | -4.2% |
| 30D | -6.7% | +38.4% | -45.0% | -9.4% |
| 3M | -12.5% | +23.7% | -36.1% | -14.6% |
| 6M | +0.6% | +26.0% | -25.4% | -2.4% |
| YTD | +9.1% | +9.4% | -0.3% | +6.8% |
| 1Y | +26.2% | -17.3% | +43.5% | +25.8% |
| All | +43.5% | +61.6% | -18.1% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling