+46.6%
TEM vs EAT
+216.4%
-169.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -8.7% | -7.7% | -1.0% | -5.2% |
| 30D | +8.1% | -13.6% | +21.6% | +15.3% |
| 3M | +19.0% | +33.9% | -14.9% | +0.5% |
| 6M | +12.0% | +47.2% | -35.2% | -12.2% |
| YTD | -0.1% | +48.1% | -48.1% | -23.2% |
| 1Y | -33.5% | +33.7% | -67.2% | -46.0% |
| All | +46.6% | +216.4% | -169.8% | -32.9% |
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