+109.8%
TEM vs EL
+3.9%
+105.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.8% | +8.2% | +10.0% |
| 7D | +7.6% | +8.0% | -0.4% | +4.7% |
| 30D | +19.0% | +15.4% | +3.6% | +12.7% |
| 3M | +62.2% | +28.5% | +33.7% | +47.6% |
| 6M | +69.4% | +32.2% | +37.1% | +52.0% |
| YTD | +43.0% | +9.2% | +33.8% | +33.3% |
| 1Y | +18.0% | +30.8% | -12.8% | +2.6% |
| All | +109.8% | +3.9% | +105.9% | +57.6% |
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