+60.5%
TEM vs ES
+33.4%
+27.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | +38.4% | -2.0% | +40.3% | +39.3% |
| 3M | +23.7% | +1.7% | +22.0% | +21.4% |
| 6M | +26.0% | -3.5% | +29.5% | +27.3% |
| YTD | +9.4% | +7.9% | +1.5% | +2.9% |
| 1Y | -17.3% | +17.2% | -34.4% | -29.0% |
| All | +60.5% | +33.4% | +27.1% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling