+25.5%
TEM vs MUZ
-58.8%
+84.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.9% | +1.2% | -5.3% |
| 7D | -1.1% | -16.3% | +15.2% | -2.9% |
| 30D | +11.3% | -36.4% | +47.7% | +6.7% |
| 3M | +25.5% | -62.9% | +88.4% | +20.5% |
| All | +25.5% | -58.8% | +84.3% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 3y: compounded portfolio wealth divided by compounded MUZ 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…
3y analysis · Full analysis span regression · Available span rolling