+88.9%
TEM vs FIVE
+112.8%
-23.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.4% | +8.4% | +8.1% |
| 7D | +5.3% | -0.3% | +5.6% | +5.3% |
| 30D | +8.1% | +17.7% | -9.6% | +2.5% |
| 3M | +64.9% | +4.0% | +60.9% | +61.7% |
| 6M | +42.1% | +2.6% | +39.5% | +38.7% |
| YTD | +28.8% | +27.6% | +1.2% | +16.7% |
| 1Y | +5.5% | +59.9% | -54.5% | -11.5% |
| All | +88.9% | +112.8% | -23.9% | +27.4% |
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