+12.2%
TEM vs APD
+22.2%
-10.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.6% |
| 7D | +3.5% | -0.2% | +3.8% | +3.5% |
| 30D | +13.5% | +11.0% | +2.5% | +15.0% |
| 3M | +46.3% | +1.3% | +45.0% | +46.5% |
| 6M | +61.5% | +6.4% | +55.2% | +63.5% |
| YTD | +36.4% | +28.9% | +7.5% | +35.4% |
| 1Y | +12.2% | +23.2% | -11.0% | +13.4% |
| All | +12.2% | +22.2% | -10.0% | +13.4% |
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