+11.0%
TEAM vs TEM
+53.2%
-42.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.7% | +5.4% | +1.5% |
| 7D | -4.7% | -1.1% | -3.6% | -4.5% |
| 30D | +17.0% | +11.3% | +5.7% | +14.2% |
| 3M | +85.9% | +25.5% | +60.4% | +77.4% |
| 6M | +116.7% | +17.1% | +99.5% | +107.7% |
| YTD | +9.6% | +3.8% | +5.8% | +6.5% |
| 1Y | -2.5% | -24.4% | +21.8% | -2.2% |
| All | +11.0% | +53.2% | -42.2% | -5.9% |
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 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