+100.1%
TEM vs M
+48.2%
+51.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.8% |
| 7D | +3.5% | +5.0% | -1.5% | +1.5% |
| 30D | +13.5% | +10.6% | +2.9% | +9.2% |
| 3M | +46.3% | +1.6% | +44.7% | +44.6% |
| 6M | +61.5% | +30.8% | +30.7% | +44.8% |
| YTD | +36.4% | +16.9% | +19.5% | +26.0% |
| 1Y | +12.2% | +26.3% | -14.1% | 0.0% |
| All | +100.1% | +48.2% | +51.9% | +37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling