-10.5%
TEM vs MKTX
+5.4%
-15.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.3% | +0.5% | -1.8% | -1.3% |
| 30D | -9.5% | +1.0% | -10.5% | -9.6% |
| 3M | +60.7% | +2.5% | +58.2% | +60.3% |
| 6M | +35.5% | +8.0% | +27.4% | +33.8% |
| YTD | +28.0% | -7.3% | +35.3% | +23.0% |
| 1Y | -10.5% | +4.7% | -15.2% | -11.5% |
| All | -10.5% | +5.4% | -15.9% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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