+60.5%
TEM vs GFS
-6.2%
+66.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.7% |
| 7D | +0.9% | +1.0% | -0.1% | +0.5% |
| 30D | +38.4% | -8.6% | +47.0% | +43.1% |
| 3M | +23.7% | -46.5% | +70.2% | +59.2% |
| 6M | +26.0% | -4.8% | +30.8% | +16.8% |
| YTD | +9.4% | +29.7% | -20.2% | -19.2% |
| 1Y | -17.3% | +35.8% | -53.1% | -41.4% |
| All | +60.5% | -6.2% | +66.8% | +56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling