+46.6%
TEM vs GFI
+249.7%
-203.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +0.7% |
| 7D | -8.7% | -4.9% | -3.8% | -7.7% |
| 30D | +8.1% | +10.7% | -2.7% | +6.5% |
| 3M | +19.0% | +25.6% | -6.6% | +15.0% |
| 6M | +12.0% | -8.3% | +20.3% | +11.4% |
| YTD | -0.1% | +6.3% | -6.4% | -1.4% |
| 1Y | -33.5% | +22.1% | -55.6% | -34.1% |
| All | +46.6% | +249.7% | -203.1% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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