+60.5%
TEM vs EFV
+73.0%
-12.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | +0.2% |
| 7D | +0.9% | +1.5% | -0.6% | -1.7% |
| 30D | +38.4% | +1.7% | +36.6% | +34.6% |
| 3M | +23.7% | +8.6% | +15.0% | +7.5% |
| 6M | +26.0% | +11.7% | +14.3% | +4.2% |
| YTD | +9.4% | +19.3% | -9.8% | -21.3% |
| 1Y | -17.3% | +30.2% | -47.5% | -50.1% |
| All | +60.5% | +73.0% | -12.5% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling