+77.9%
TEM vs FIVE
+118.5%
-40.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.2% | -5.5% | -5.6% |
| 7D | -5.9% | +2.7% | -8.5% | -6.5% |
| 30D | +4.8% | +12.7% | -7.9% | +0.9% |
| 3M | +31.9% | +2.1% | +29.8% | +30.3% |
| 6M | +56.0% | +17.5% | +38.5% | +45.1% |
| YTD | +21.3% | +31.0% | -9.7% | +9.1% |
| 1Y | +5.4% | +67.7% | -62.4% | -12.8% |
| All | +77.9% | +118.5% | -40.6% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling