+46.9%
PM vs TEM
-11.1%
+58.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +1.3% |
| 7D | +4.3% | -1.3% | +5.6% | +4.2% |
| 30D | +11.5% | -9.5% | +21.0% | +11.1% |
| 3M | +13.0% | +60.7% | -47.7% | +19.1% |
| 6M | +25.9% | +35.5% | -9.6% | +31.5% |
| YTD | +34.0% | +28.0% | +6.0% | +41.2% |
| 1Y | +46.9% | -10.5% | +57.4% | +50.4% |
| All | +46.9% | -11.1% | +58.0% | +50.4% |
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