+77.9%
TEM vs ES
+36.3%
+41.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.8% | -6.5% | -5.9% |
| 7D | -5.9% | +2.7% | -8.6% | -6.8% |
| 30D | +4.8% | +7.6% | -2.8% | +1.3% |
| 3M | +31.9% | +0.5% | +31.4% | +31.2% |
| 6M | +56.0% | +7.6% | +48.4% | +48.5% |
| YTD | +21.3% | +10.2% | +11.0% | +12.9% |
| 1Y | +5.4% | +1.8% | +3.5% | +1.5% |
| All | +77.9% | +36.3% | +41.6% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling