+88.5%
TEM vs APA
+86.6%
+2.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.0% | -6.4% | -4.9% |
| 7D | +7.8% | +9.6% | -1.9% | +5.4% |
| 30D | +11.2% | -0.2% | +11.5% | +10.6% |
| 3M | +39.0% | +19.8% | +19.1% | +31.4% |
| 6M | +61.6% | +30.1% | +31.6% | +48.5% |
| YTD | +28.5% | +100.4% | -71.9% | -3.1% |
| 1Y | +6.7% | +105.2% | -98.5% | -20.6% |
| All | +88.5% | +86.6% | +2.0% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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