+45.8%
ON vs TEM
-28.1%
+73.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.5% |
| 7D | -4.7% | -9.2% | +4.4% | -3.4% |
| 30D | -13.5% | +5.5% | -19.0% | -14.4% |
| 3M | -36.3% | +18.7% | -55.0% | -38.8% |
| 6M | +17.8% | +15.4% | +2.4% | +11.6% |
| YTD | +29.6% | -0.5% | +30.1% | +25.1% |
| 1Y | +45.8% | -24.8% | +70.6% | +51.6% |
| All | +45.8% | -28.1% | +73.9% | +51.6% |
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