+52.2%
TEM vs GFI
+264.7%
-212.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.3% | -4.6% |
| 7D | -1.1% | +4.7% | -5.8% | -2.0% |
| 30D | +11.3% | +14.4% | -3.1% | +8.9% |
| 3M | +25.5% | +32.5% | -7.0% | +20.0% |
| 6M | +17.1% | -7.2% | +24.3% | +15.7% |
| YTD | +3.8% | +10.9% | -7.1% | +1.5% |
| 1Y | -24.4% | +35.5% | -59.8% | -25.4% |
| All | +52.2% | +264.7% | -212.5% | +88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling