+52.2%
TEM vs HST
+40.3%
+11.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.5% | -4.6% |
| 7D | -1.1% | -0.3% | -0.7% | -0.8% |
| 30D | +11.3% | -2.8% | +14.1% | +14.1% |
| 3M | +25.5% | -6.5% | +32.0% | +31.0% |
| 6M | +17.1% | +20.7% | -3.6% | -7.2% |
| YTD | +3.8% | +30.5% | -26.7% | -25.2% |
| 1Y | -24.4% | +36.8% | -61.1% | -49.6% |
| All | +52.2% | +40.3% | +11.9% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded HST 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling