+6.7%
TEM vs GD
+5.0%
+1.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.3% | -4.0% |
| 7D | +7.8% | +1.9% | +5.9% | +7.0% |
| 30D | +11.2% | +9.2% | +2.0% | +7.5% |
| 3M | +39.0% | -7.5% | +46.4% | +44.5% |
| 6M | +61.6% | +5.8% | +55.9% | +53.8% |
| YTD | +28.5% | +9.8% | +18.7% | +18.1% |
| 1Y | +6.7% | +5.8% | +1.0% | +3.0% |
| All | +6.7% | +5.0% | +1.7% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling