+109.8%
TEM vs ED
+41.4%
+68.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.1% | +11.2% | +10.9% |
| 7D | +7.6% | -0.1% | +7.7% | +7.7% |
| 30D | +19.0% | +11.6% | +7.5% | +28.5% |
| 3M | +62.2% | +10.5% | +51.7% | +75.0% |
| 6M | +69.4% | +13.2% | +56.1% | +86.2% |
| YTD | +43.0% | +22.1% | +20.9% | +63.9% |
| 1Y | +18.0% | +24.2% | -6.2% | +36.6% |
| All | +109.8% | +41.4% | +68.4% | +119.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling