+77.9%
TEM vs HBM
+144.7%
-66.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.1% | -4.5% | -5.2% |
| 7D | -5.9% | +2.2% | -8.1% | -6.5% |
| 30D | +4.8% | -11.8% | +16.6% | +11.0% |
| 3M | +31.9% | -19.2% | +51.1% | +45.5% |
| 6M | +56.0% | -22.9% | +78.9% | +72.3% |
| YTD | +21.3% | +7.8% | +13.5% | +11.5% |
| 1Y | +5.4% | +34.9% | -29.5% | -13.4% |
| All | +77.9% | +144.7% | -66.8% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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