+60.5%
TEM vs GD
+29.1%
+31.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +1.5% |
| 7D | +0.9% | -5.3% | +6.2% | +5.7% |
| 30D | +38.4% | -6.4% | +44.8% | +46.1% |
| 3M | +23.7% | +5.7% | +17.9% | +14.4% |
| 6M | +26.0% | -0.9% | +26.9% | +25.7% |
| YTD | +9.4% | +8.2% | +1.3% | -1.4% |
| 1Y | -17.3% | +13.4% | -30.7% | -28.9% |
| All | +60.5% | +29.1% | +31.5% | +50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling