-10.5%
TEM vs ES
-1.6%
-8.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -2.7% |
| 7D | -1.3% | +5.3% | -6.6% | -0.9% |
| 30D | -9.5% | +8.9% | -18.4% | -9.0% |
| 3M | +60.7% | -1.9% | +62.6% | +61.9% |
| 6M | +35.5% | +3.9% | +31.6% | +35.5% |
| YTD | +28.0% | +8.3% | +19.8% | +27.5% |
| 1Y | -10.5% | -0.1% | -10.4% | -10.3% |
| All | -10.5% | -1.6% | -8.9% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling