-19.9%
TEM vs FIVE
+65.4%
-85.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.8% |
| 7D | +3.2% | +3.7% | -0.4% | +2.0% |
| 30D | +23.5% | +4.0% | +19.5% | +21.1% |
| 3M | +32.3% | +36.2% | -3.9% | +17.7% |
| 6M | +23.0% | +18.0% | +5.0% | +14.5% |
| YTD | +8.9% | +34.9% | -26.0% | -5.2% |
| 1Y | -19.9% | +67.9% | -87.8% | -35.9% |
| All | -19.9% | +65.4% | -85.2% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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