+6.7%
TEM vs IP
-7.8%
+14.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -4.0% |
| 7D | +7.8% | -0.9% | +8.6% | +8.1% |
| 30D | +11.2% | +6.7% | +4.5% | +10.1% |
| 3M | +39.0% | -16.6% | +55.5% | +42.6% |
| 6M | +61.6% | +6.0% | +55.7% | +63.9% |
| YTD | +28.5% | -10.7% | +39.2% | +27.4% |
| 1Y | +6.7% | -6.7% | +13.4% | +3.0% |
| All | +6.7% | -7.8% | +14.6% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling