+97.2%
PM vs TEM
+60.7%
+36.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | -1.3% | +3.2% | -4.5% | -1.2% |
| 30D | -2.6% | +23.5% | -26.1% | -2.1% |
| 3M | +5.8% | +32.3% | -26.5% | +6.4% |
| 6M | +10.6% | +23.0% | -12.5% | +11.2% |
| YTD | +17.2% | +8.9% | +8.3% | +17.8% |
| 1Y | +17.6% | -19.9% | +37.5% | +18.2% |
| All | +97.2% | +60.7% | +36.5% | +97.3% |
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