+25.8%
O vs TEM
+79.0%
-53.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.7% | +4.9% | -0.7% |
| 7D | -0.4% | -5.9% | +5.5% | -0.3% |
| 30D | +7.1% | +4.8% | +2.3% | +7.0% |
| 3M | -5.2% | +31.9% | -37.1% | -5.9% |
| 6M | -1.8% | +56.0% | -57.8% | -3.0% |
| YTD | +9.1% | +21.3% | -12.2% | +8.2% |
| 1Y | +9.7% | +5.4% | +4.3% | +9.1% |
| All | +25.8% | +79.0% | -53.2% | +22.3% |
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