+94.8%
PM vs TEM
+61.6%
+33.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -4.9% | +0.9% | -5.8% | -4.9% |
| 30D | -3.4% | +38.4% | -41.8% | -2.8% |
| 3M | +5.2% | +23.7% | -18.5% | +5.7% |
| 6M | +3.7% | +26.0% | -22.3% | +4.4% |
| YTD | +15.8% | +9.4% | +6.3% | +16.5% |
| 1Y | +17.4% | -17.3% | +34.7% | +18.0% |
| All | +94.8% | +61.6% | +33.3% | +95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling