-4.8%
TEAM vs TEM
+98.6%
-103.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.8% |
| 7D | -19.7% | +5.1% | -24.8% | -20.6% |
| 30D | -26.6% | +16.8% | -43.4% | -28.8% |
| 3M | -1.1% | +42.6% | -43.7% | -8.3% |
| 6M | +74.6% | +63.9% | +10.7% | +57.4% |
| YTD | -6.0% | +34.5% | -40.5% | -13.4% |
| 1Y | -3.2% | +11.0% | -14.2% | -8.9% |
| All | -4.8% | +98.6% | -103.4% | -23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling