-10.5%
TEM vs M
+36.6%
-47.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.6% | -10.4% | -4.8% |
| 7D | -1.3% | +8.3% | -9.6% | -3.4% |
| 30D | -9.5% | +14.2% | -23.7% | -12.7% |
| 3M | +60.7% | -1.1% | +61.8% | +61.2% |
| 6M | +35.5% | +36.6% | -1.1% | +24.7% |
| YTD | +28.0% | +19.8% | +8.3% | +18.2% |
| 1Y | -10.5% | +37.2% | -47.7% | -22.5% |
| All | -10.5% | +36.6% | -47.1% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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