+52.2%
TEM vs A
+13.3%
+38.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.3% | -3.1% |
| 7D | -1.1% | -4.4% | +3.3% | +3.8% |
| 30D | +11.3% | -2.7% | +14.0% | +16.3% |
| 3M | +25.5% | +7.0% | +18.5% | +19.2% |
| 6M | +17.1% | +24.6% | -7.5% | -5.8% |
| YTD | +3.8% | +7.0% | -3.2% | -1.8% |
| 1Y | -24.4% | +15.6% | -39.9% | -34.8% |
| All | +52.2% | +13.3% | +38.9% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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