+43.6%
TEL vs TEM
+60.7%
-17.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.7% |
| 7D | -1.4% | +3.2% | -4.7% | -1.8% |
| 30D | -4.9% | +23.5% | -28.4% | -7.5% |
| 3M | +0.1% | +32.3% | -32.2% | -3.9% |
| 6M | +0.4% | +23.0% | -22.7% | -3.5% |
| YTD | -8.9% | +8.9% | -17.8% | -11.4% |
| 1Y | -0.3% | -19.9% | +19.5% | -0.3% |
| All | +43.6% | +60.7% | -17.1% | +30.1% |
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