+97.3%
TEM vs EAT
+198.9%
-101.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.2% | -2.6% |
| 7D | +5.1% | -8.9% | +14.0% | +9.2% |
| 30D | +16.8% | +3.4% | +13.4% | +14.5% |
| 3M | +42.6% | -9.3% | +52.0% | +45.3% |
| 6M | +63.9% | +43.8% | +20.1% | +29.0% |
| YTD | +34.5% | +39.9% | -5.3% | +4.4% |
| 1Y | +11.0% | +89.7% | -78.7% | -30.4% |
| All | +97.3% | +198.9% | -101.5% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling