+113.0%
PM vs TEM
+90.1%
+22.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.0% | -9.8% | -1.6% |
| 7D | -5.2% | +5.3% | -10.5% | -5.1% |
| 30D | +2.7% | +8.1% | -5.4% | +2.9% |
| 3M | +6.1% | +64.9% | -58.8% | +7.4% |
| 6M | +18.0% | +42.1% | -24.1% | +19.2% |
| YTD | +26.6% | +28.8% | -2.2% | +27.9% |
| 1Y | +36.7% | +5.5% | +31.2% | +38.1% |
| All | +113.0% | +90.1% | +22.9% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling