+59.7%
TEM vs HIG
+42.6%
+17.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.5% |
| 7D | +3.2% | -1.1% | +4.3% | +3.8% |
| 30D | +23.5% | -4.9% | +28.4% | +26.4% |
| 3M | +32.3% | +6.8% | +25.5% | +24.8% |
| 6M | +23.0% | -1.7% | +24.7% | +22.2% |
| YTD | +8.9% | -0.2% | +9.1% | +5.7% |
| 1Y | -19.9% | +5.7% | -25.6% | -27.1% |
| All | +59.7% | +42.6% | +17.1% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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