+52.2%
TEM vs EL
-9.4%
+61.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.9% | -1.8% | -3.6% |
| 7D | -1.1% | -2.4% | +1.3% | -0.2% |
| 30D | +11.3% | +13.7% | -2.4% | +6.6% |
| 3M | +25.5% | +14.5% | +11.0% | +19.8% |
| 6M | +17.1% | +7.4% | +9.7% | +12.9% |
| YTD | +3.8% | -4.7% | +8.5% | +2.2% |
| 1Y | -24.4% | +12.9% | -37.3% | -30.3% |
| All | +52.2% | -9.4% | +61.6% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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