+6.7%
TEM vs FIVE
+63.0%
-56.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.0% | -4.0% |
| 7D | +7.8% | +2.4% | +5.3% | +7.1% |
| 30D | +11.2% | +15.8% | -4.6% | +6.9% |
| 3M | +39.0% | +3.8% | +35.2% | +36.2% |
| 6M | +61.6% | +18.5% | +43.1% | +47.3% |
| YTD | +28.5% | +31.2% | -2.7% | +8.5% |
| 1Y | +6.7% | +61.8% | -55.1% | -24.8% |
| All | +6.7% | +63.0% | -56.3% | -24.8% |
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