+77.9%
TEM vs P
+58.8%
+19.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.9% | -3.7% | -4.9% |
| 7D | -5.9% | +11.6% | -17.5% | -9.9% |
| 30D | +4.8% | -23.7% | +28.5% | +15.4% |
| 3M | +31.9% | -8.0% | +39.9% | +32.4% |
| 6M | +56.0% | +27.9% | +28.1% | +32.5% |
| YTD | +21.3% | +61.2% | -39.9% | -10.3% |
| 1Y | +5.4% | +28.6% | -23.2% | -16.8% |
| All | +77.9% | +58.8% | +19.1% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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 · 6 months rolling