+107.9%
PM vs TEM
+111.1%
-3.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +11.0% | -13.4% | -2.2% |
| 7D | -7.3% | +7.6% | -14.9% | -7.1% |
| 30D | -4.0% | +19.0% | -23.1% | -3.6% |
| 3M | +2.7% | +62.2% | -59.5% | +3.9% |
| 6M | +14.9% | +69.4% | -54.5% | +16.4% |
| YTD | +23.5% | +43.0% | -19.5% | +25.2% |
| 1Y | +30.4% | +18.0% | +12.4% | +32.0% |
| All | +107.9% | +111.1% | -3.2% | +109.6% |
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