-10.5%
TEM vs ET
+24.7%
-35.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.7% | -4.4% |
| 7D | -1.3% | -6.0% | +4.7% | -4.1% |
| 30D | -9.5% | -6.1% | -3.4% | -12.0% |
| 3M | +60.7% | -2.7% | +63.4% | +56.6% |
| 6M | +35.5% | +0.2% | +35.2% | +33.7% |
| YTD | +28.0% | +24.3% | +3.7% | +24.5% |
| 1Y | -10.5% | +26.4% | -36.9% | -13.0% |
| All | -10.5% | +24.7% | -35.2% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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