+27.4%
O vs TEM
+98.6%
-71.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.4% | +0.1% |
| 7D | +0.6% | +5.1% | -4.5% | +0.5% |
| 30D | +9.4% | +16.8% | -7.4% | +9.1% |
| 3M | -2.4% | +42.6% | -45.0% | -3.2% |
| 6M | -1.9% | +63.9% | -65.8% | -3.1% |
| YTD | +10.5% | +34.5% | -24.1% | +9.4% |
| 1Y | +10.0% | +11.0% | -1.0% | +9.4% |
| All | +27.4% | +98.6% | -71.1% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling