+60.5%
TEM vs MAGS
+59.5%
+1.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +1.8% |
| 7D | +0.9% | +0.5% | +0.4% | +0.2% |
| 30D | +38.4% | +1.5% | +36.9% | +36.0% |
| 3M | +23.7% | +0.5% | +23.2% | +23.6% |
| 6M | +26.0% | +11.6% | +14.4% | +9.7% |
| YTD | +9.4% | +5.3% | +4.2% | +2.7% |
| 1Y | -17.3% | +14.9% | -32.2% | -30.8% |
| All | +60.5% | +59.5% | +1.0% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 all: compounded portfolio wealth divided by compounded MAGS 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…
all analysis · Full analysis span regression · 6 months rolling