-33.5%
TEM vs EFV
+27.7%
-61.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -1.0% |
| 7D | -8.7% | -0.8% | -7.9% | -7.6% |
| 30D | +8.1% | +0.6% | +7.4% | +7.4% |
| 3M | +19.0% | +7.5% | +11.5% | +9.1% |
| 6M | +12.0% | +13.0% | -1.0% | -3.3% |
| YTD | -0.1% | +18.3% | -18.4% | -22.4% |
| 1Y | -33.5% | +26.7% | -60.3% | -53.6% |
| All | -33.5% | +27.7% | -61.2% | -53.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling