+17.6%
TEM vs M
+25.7%
-8.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +8.1% | +2.9% | +8.7% |
| 7D | +7.6% | +2.5% | +5.0% | +6.7% |
| 30D | +19.0% | +10.1% | +9.0% | +15.8% |
| 3M | +62.2% | -0.9% | +63.2% | +62.3% |
| 6M | +69.4% | +30.2% | +39.2% | +57.1% |
| YTD | +43.0% | +16.3% | +26.7% | +32.8% |
| All | +17.6% | +25.7% | -8.0% | +5.8% |
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 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