+179.0%
TE vs TEM
+53.2%
+125.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.7% | +1.7% | -1.6% |
| 7D | +15.0% | -1.1% | +16.1% | +15.4% |
| 30D | -7.5% | +11.3% | -18.8% | -11.7% |
| 3M | -42.0% | +25.5% | -67.5% | -47.0% |
| 6M | -31.4% | +17.1% | -48.5% | -36.9% |
| YTD | -26.5% | +3.8% | -30.3% | -30.0% |
| 1Y | +153.1% | -24.4% | +177.4% | +161.9% |
| All | +179.0% | +53.2% | +125.8% | +92.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling