+5.4%
TEM vs APD
+25.0%
-19.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.1% | -5.8% | -5.6% |
| 7D | -5.9% | +3.8% | -9.7% | -5.5% |
| 30D | +4.8% | +8.2% | -3.4% | +5.8% |
| 3M | +31.9% | +4.3% | +27.6% | +32.6% |
| 6M | +56.0% | +4.7% | +51.3% | +57.6% |
| YTD | +21.3% | +31.5% | -10.3% | +20.5% |
| 1Y | +5.4% | +23.5% | -18.2% | +6.1% |
| All | +5.4% | +25.0% | -19.6% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling