+60.5%
TEM vs HBM
+213.9%
-153.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.3% |
| 7D | +0.9% | -6.4% | +7.3% | +3.6% |
| 30D | +38.4% | +5.9% | +32.5% | +36.3% |
| 3M | +23.7% | -8.9% | +32.6% | +27.4% |
| 6M | +26.0% | +10.7% | +15.3% | +18.0% |
| YTD | +9.4% | +38.3% | -28.8% | -9.5% |
| 1Y | -17.3% | +121.3% | -138.6% | -46.3% |
| All | +60.5% | +213.9% | -153.4% | -27.2% |
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