+16.2%
PM vs TEM
-20.2%
+36.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | -1.3% | +3.2% | -4.5% | -1.0% |
| 30D | -2.6% | +23.5% | -26.1% | -0.7% |
| 3M | +5.8% | +32.3% | -26.5% | +8.7% |
| 6M | +10.6% | +23.0% | -12.5% | +13.6% |
| YTD | +17.2% | +8.9% | +8.3% | +20.2% |
| All | +16.2% | -20.2% | +36.4% | +16.7% |
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