+46.6%
TEM vs EFV
+71.6%
-25.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -1.5% |
| 7D | -8.7% | -0.8% | -7.9% | -7.3% |
| 30D | +8.1% | +0.6% | +7.4% | +7.2% |
| 3M | +19.0% | +7.5% | +11.5% | +5.2% |
| 6M | +12.0% | +13.0% | -1.0% | -9.1% |
| YTD | -0.1% | +18.3% | -18.4% | -27.1% |
| 1Y | -33.5% | +26.7% | -60.3% | -57.8% |
| All | +46.6% | +71.6% | -25.0% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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