+17.6%
TEM vs APD
+21.8%
-4.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.0% | +9.0% | +11.2% |
| 7D | +7.6% | -1.6% | +9.2% | +7.4% |
| 30D | +19.0% | +10.6% | +8.4% | +20.5% |
| 3M | +62.2% | +2.5% | +59.7% | +62.6% |
| 6M | +69.4% | +6.0% | +63.4% | +71.4% |
| YTD | +43.0% | +28.4% | +14.6% | +41.9% |
| All | +17.6% | +21.8% | -4.1% | +18.9% |
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