+45.9%
TEM vs GFS
-4.7%
+50.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.2% | -4.2% |
| 7D | -9.2% | +3.2% | -12.4% | -10.4% |
| 30D | +5.5% | -9.6% | +15.0% | +9.7% |
| 3M | +18.7% | -38.5% | +57.2% | +43.1% |
| 6M | +15.4% | -1.3% | +16.7% | +5.0% |
| YTD | -0.5% | +31.8% | -32.3% | -27.1% |
| 1Y | -24.8% | +44.6% | -69.4% | -48.8% |
| All | +45.9% | -4.7% | +50.6% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling