+77.9%
TEM vs GD
+31.2%
+46.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.1% | -5.8% | -5.7% |
| 7D | -5.9% | +2.7% | -8.5% | -7.7% |
| 30D | +4.8% | +8.6% | -3.8% | -2.3% |
| 3M | +31.9% | -7.1% | +38.9% | +39.7% |
| 6M | +56.0% | +7.5% | +48.5% | +41.9% |
| YTD | +21.3% | +9.9% | +11.3% | +7.5% |
| 1Y | +5.4% | +7.6% | -2.2% | -4.1% |
| All | +77.9% | +31.2% | +46.7% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling