+49.6%
ON vs TEM
+6.3%
+43.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.8% |
| 7D | +17.0% | +7.8% | +9.3% | +15.8% |
| 30D | -3.9% | +11.2% | -15.1% | -5.2% |
| 3M | -11.5% | +39.0% | -50.5% | -15.9% |
| 6M | -29.2% | +61.6% | -90.8% | -34.7% |
| YTD | +36.2% | +28.5% | +7.6% | +24.7% |
| 1Y | +49.6% | +6.7% | +42.9% | +46.4% |
| All | +49.6% | +6.3% | +43.4% | +46.4% |
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