+45.9%
TEM vs ET
+68.0%
-22.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.4% | -4.4% |
| 7D | -9.2% | +1.4% | -10.5% | -10.4% |
| 30D | +5.5% | +4.6% | +0.9% | +0.4% |
| 3M | +18.7% | +16.0% | +2.7% | +0.2% |
| 6M | +15.4% | +22.8% | -7.4% | -10.3% |
| YTD | -0.5% | +38.9% | -39.4% | -34.0% |
| 1Y | -24.8% | +34.1% | -58.9% | -48.2% |
| All | +45.9% | +68.0% | -22.1% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling