+10.2%
TEAM vs TEM
+60.7%
-50.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.4% | -6.9% |
| 7D | -5.7% | +3.2% | -8.9% | -6.1% |
| 30D | +18.3% | +23.5% | -5.2% | +13.6% |
| 3M | +80.2% | +32.3% | +47.9% | +70.6% |
| 6M | +111.0% | +23.0% | +88.0% | +100.7% |
| YTD | +8.8% | +8.9% | -0.1% | +4.9% |
| 1Y | +2.2% | -19.9% | +22.0% | +1.6% |
| All | +10.2% | +60.7% | -50.5% | -7.3% |
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 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