+5.4%
TEM vs GFS
+22.9%
-17.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.7% | -3.0% | -4.9% |
| 7D | -5.9% | +7.4% | -13.2% | -7.6% |
| 30D | +4.8% | -15.3% | +20.1% | +8.9% |
| 3M | +31.9% | -21.1% | +53.0% | +38.2% |
| 6M | +56.0% | -44.5% | +100.5% | +71.3% |
| YTD | +21.3% | +19.2% | +2.0% | -6.2% |
| 1Y | +5.4% | +27.2% | -21.9% | -24.0% |
| All | +5.4% | +22.9% | -17.5% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling