-10.5%
TEM vs AS
+3.3%
-13.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.1% | -7.9% | -4.6% |
| 7D | -1.3% | +13.8% | -15.1% | -5.9% |
| 30D | -9.5% | +16.7% | -26.2% | -14.7% |
| 3M | +60.7% | -11.5% | +72.2% | +70.2% |
| 6M | +35.5% | -5.5% | +41.0% | +37.4% |
| YTD | +28.0% | -14.2% | +42.2% | +34.9% |
| 1Y | -10.5% | +2.1% | -12.6% | -19.3% |
| All | -10.5% | +3.3% | -13.8% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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