+46.6%
TEM vs AUR
+160.3%
-113.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.1% |
| 7D | -8.7% | +1.4% | -10.1% | -9.2% |
| 30D | +8.1% | -6.4% | +14.5% | +10.4% |
| 3M | +19.0% | +7.7% | +11.3% | +14.6% |
| 6M | +12.0% | +44.5% | -32.5% | -5.2% |
| YTD | -0.1% | +67.4% | -67.5% | -20.2% |
| 1Y | -33.5% | +15.4% | -49.0% | -39.8% |
| All | +46.6% | +160.3% | -113.7% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 5y: compounded portfolio wealth divided by compounded AUR 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…
5y analysis · Full analysis span regression · 6 months rolling