+59.7%
TEM vs EL
-6.7%
+66.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.3% |
| 7D | +3.2% | +1.7% | +1.6% | +2.5% |
| 30D | +23.5% | +15.5% | +8.0% | +17.4% |
| 3M | +32.3% | +20.6% | +11.8% | +24.0% |
| 6M | +23.0% | +10.5% | +12.5% | +17.3% |
| YTD | +8.9% | -1.9% | +10.8% | +6.0% |
| 1Y | -19.9% | +16.1% | -35.9% | -27.0% |
| All | +59.7% | -6.7% | +66.4% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling