-25.8%
TE vs TEM
-11.1%
-14.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.7% | -2.6% |
| 7D | +3.8% | -1.3% | +5.1% | +4.0% |
| 30D | -26.2% | -9.5% | -16.7% | -24.5% |
| 3M | -49.7% | +60.7% | -110.4% | -59.7% |
| 6M | -46.5% | +35.5% | -81.9% | -54.4% |
| YTD | -59.1% | +28.0% | -87.2% | -64.7% |
| 1Y | -25.8% | -10.5% | -15.3% | -12.7% |
| All | -25.8% | -11.1% | -14.7% | -12.7% |
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