-24.4%
TEM vs APD
+5.1%
-29.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -4.8% |
| 7D | -1.1% | -4.6% | +3.5% | -1.9% |
| 30D | +11.3% | -4.2% | +15.5% | +10.5% |
| 3M | +25.5% | +5.0% | +20.5% | +27.2% |
| 6M | +17.1% | +8.9% | +8.2% | +19.0% |
| YTD | +3.8% | +21.9% | -18.1% | +6.5% |
| 1Y | -24.4% | +5.6% | -29.9% | -1.6% |
| All | -24.4% | +5.1% | -29.5% | -1.6% |
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