+52.2%
TEM vs ETR
+114.4%
-62.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.3% | -3.4% | -4.2% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | +11.3% | +2.0% | +9.3% | +10.2% |
| 3M | +25.5% | -1.7% | +27.2% | +26.0% |
| 6M | +17.1% | +3.6% | +13.5% | +12.9% |
| YTD | +3.8% | +18.0% | -14.3% | -8.8% |
| 1Y | -24.4% | +26.2% | -50.6% | -35.9% |
| All | +52.2% | +114.4% | -62.2% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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