+47.6%
ON vs TEM
-11.1%
+58.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.5% |
| 7D | -5.8% | -1.3% | -4.5% | -5.7% |
| 30D | -17.1% | -9.5% | -7.6% | -16.5% |
| 3M | -11.8% | +60.7% | -72.5% | -18.6% |
| 6M | -30.2% | +35.5% | -65.7% | -33.9% |
| YTD | +31.6% | +28.0% | +3.5% | +21.3% |
| 1Y | +47.6% | -10.5% | +58.1% | +51.5% |
| All | +47.6% | -11.1% | +58.7% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling