+52.2%
TEM vs GFS
-4.7%
+57.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.9% | -6.6% | -5.5% |
| 7D | -1.1% | +4.5% | -5.6% | -3.0% |
| 30D | +11.3% | -8.2% | +19.5% | +15.0% |
| 3M | +25.5% | -38.9% | +64.4% | +51.7% |
| 6M | +17.1% | -2.9% | +20.0% | +7.6% |
| YTD | +3.8% | +31.8% | -28.0% | -23.9% |
| 1Y | -24.4% | +43.1% | -67.5% | -48.1% |
| All | +52.2% | -4.7% | +57.0% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling