+18.4%
TEAM vs TEM
+61.6%
-43.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.6% | -2.6% |
| 7D | -0.4% | +0.9% | -1.3% | -0.6% |
| 30D | +67.3% | +38.4% | +28.9% | +58.3% |
| 3M | +86.8% | +23.7% | +63.1% | +78.3% |
| 6M | +146.8% | +26.0% | +120.8% | +134.0% |
| YTD | +16.9% | +9.4% | +7.5% | +12.7% |
| 1Y | +12.8% | -17.3% | +30.1% | +11.7% |
| All | +18.4% | +61.6% | -43.1% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling