-24.4%
TEM vs ED
+15.3%
-39.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -5.4% |
| 7D | -1.1% | -0.2% | -0.9% | -1.3% |
| 30D | +11.3% | +1.9% | +9.3% | +13.7% |
| 3M | +25.5% | +1.9% | +23.7% | +28.7% |
| 6M | +17.1% | -2.3% | +19.4% | +16.6% |
| YTD | +3.8% | +10.9% | -7.1% | +15.4% |
| 1Y | -24.4% | +14.5% | -38.9% | -10.8% |
| All | -24.4% | +15.3% | -39.7% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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