+88.9%
TEM vs AR
+6.4%
+82.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.8% | +8.8% | +8.4% |
| 7D | +5.3% | -14.3% | +19.6% | +13.3% |
| 30D | +8.1% | +1.4% | +6.7% | +6.1% |
| 3M | +64.9% | +3.4% | +61.5% | +58.6% |
| 6M | +42.1% | -2.1% | +44.2% | +39.8% |
| YTD | +28.8% | +4.7% | +24.1% | +16.3% |
| 1Y | +5.5% | +10.6% | -5.1% | -9.2% |
| All | +88.9% | +6.4% | +82.5% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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