+52.2%
TEM vs EME
+96.3%
-44.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.4% | -2.2% | -3.1% |
| 7D | -1.1% | +2.7% | -3.8% | -2.8% |
| 30D | +11.3% | -6.8% | +18.1% | +15.9% |
| 3M | +25.5% | -8.8% | +34.4% | +30.6% |
| 6M | +17.1% | +5.0% | +12.1% | +8.9% |
| YTD | +3.8% | +23.5% | -19.7% | -16.8% |
| 1Y | -24.4% | +21.3% | -45.7% | -40.5% |
| All | +52.2% | +96.3% | -44.1% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 5y: compounded portfolio wealth divided by compounded EME 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…
5y analysis · Full analysis span regression · 6 months rolling