+77.9%
TEM vs APD
+19.0%
+58.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.1% | -5.8% | -5.7% |
| 7D | -5.9% | +3.8% | -9.7% | -7.1% |
| 30D | +4.8% | +8.2% | -3.4% | +1.8% |
| 3M | +31.9% | +4.3% | +27.6% | +29.6% |
| 6M | +56.0% | +4.7% | +51.3% | +53.1% |
| YTD | +21.3% | +31.5% | -10.3% | +4.0% |
| 1Y | +5.4% | +23.5% | -18.2% | -6.5% |
| All | +77.9% | +19.0% | +58.8% | +94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling