+77.9%
TEM vs EAT
+195.3%
-117.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.4% | -6.0% | -5.8% |
| 7D | -5.9% | -4.0% | -1.9% | -4.3% |
| 30D | +4.8% | -2.9% | +7.7% | +5.6% |
| 3M | +31.9% | -16.9% | +48.8% | +40.7% |
| 6M | +56.0% | +57.0% | -1.0% | +16.9% |
| YTD | +21.3% | +38.2% | -16.9% | -5.4% |
| 1Y | +5.4% | +69.3% | -63.9% | -28.6% |
| All | +77.9% | +195.3% | -117.4% | -17.4% |
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