+29.7%
PM vs TEM
+6.2%
+23.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +0.2% |
| 7D | -6.6% | +3.5% | -10.1% | -6.3% |
| 30D | -3.4% | +13.5% | -17.0% | -2.1% |
| 3M | +5.3% | +46.3% | -40.9% | +9.7% |
| 6M | +15.5% | +61.5% | -46.0% | +22.4% |
| YTD | +24.3% | +36.4% | -12.1% | +31.8% |
| 1Y | +29.7% | +12.2% | +17.5% | +34.7% |
| All | +29.7% | +6.2% | +23.5% | +34.7% |
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 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