+109.8%
TEM vs HAS
+118.0%
-8.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.7% | +9.3% | +10.1% |
| 7D | +7.6% | +2.2% | +5.4% | +6.3% |
| 30D | +19.0% | +29.6% | -10.5% | +1.8% |
| 3M | +62.2% | +30.3% | +32.0% | +38.1% |
| 6M | +69.4% | +25.6% | +43.7% | +46.4% |
| YTD | +43.0% | +50.8% | -7.8% | +5.6% |
| 1Y | +18.0% | +63.0% | -45.0% | -18.3% |
| All | +109.8% | +118.0% | -8.3% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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