+52.2%
TEM vs MKTX
-14.9%
+67.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.6% | -4.7% |
| 7D | -1.1% | +0.3% | -1.3% | -1.1% |
| 30D | +11.3% | +1.0% | +10.3% | +11.3% |
| 3M | +25.5% | +40.8% | -15.3% | +25.1% |
| 6M | +17.1% | -10.9% | +28.0% | +15.6% |
| YTD | +3.8% | -8.6% | +12.4% | +2.1% |
| 1Y | -24.4% | -11.6% | -12.8% | -25.5% |
| All | +52.2% | -14.9% | +67.1% | +48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling