+29.3%
O vs TEM
+60.7%
-31.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -0.6% | +3.2% | -3.8% | -0.6% |
| 30D | -2.0% | +23.5% | -25.5% | -2.4% |
| 3M | +3.0% | +32.3% | -29.3% | +2.3% |
| 6M | -3.6% | +23.0% | -26.7% | -4.3% |
| YTD | +12.1% | +8.9% | +3.2% | +11.5% |
| 1Y | +8.9% | -19.9% | +28.7% | +9.0% |
| All | +29.3% | +60.7% | -31.4% | +26.0% |
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