+5.5%
TEM vs GD
+5.1%
+0.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.6% | +8.6% | +8.2% |
| 7D | +5.3% | -5.0% | +10.3% | +7.3% |
| 30D | +8.1% | +8.9% | -0.8% | +4.5% |
| 3M | +64.9% | -8.0% | +72.9% | +71.3% |
| 6M | +42.1% | +2.9% | +39.2% | +36.9% |
| YTD | +28.8% | +7.1% | +21.7% | +20.4% |
| 1Y | +5.5% | +5.9% | -0.4% | +0.6% |
| All | +5.5% | +5.1% | +0.4% | +0.6% |
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