+77.9%
TEM vs GFS
-13.8%
+91.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.7% | -3.0% | -4.5% |
| 7D | -5.9% | +7.4% | -13.2% | -8.7% |
| 30D | +4.8% | -15.3% | +20.1% | +12.7% |
| 3M | +31.9% | -21.1% | +53.0% | +44.8% |
| 6M | +56.0% | -44.5% | +100.5% | +92.0% |
| YTD | +21.3% | +19.2% | +2.0% | -7.8% |
| 1Y | +5.4% | +27.2% | -21.9% | -23.2% |
| All | +77.9% | -13.8% | +91.7% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling