+160.2%
TE vs TEM
+46.9%
+113.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.1% | -2.6% | -5.5% |
| 7D | +0.9% | -9.2% | +10.0% | +3.9% |
| 30D | -16.3% | +5.5% | -21.7% | -18.7% |
| 3M | -40.8% | +18.7% | -59.5% | -44.9% |
| 6M | -42.6% | +15.4% | -58.0% | -46.9% |
| YTD | -31.4% | -0.5% | -30.9% | -33.9% |
| 1Y | +144.9% | -24.8% | +169.8% | +154.1% |
| All | +160.2% | +46.9% | +113.4% | +82.3% |
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