+60.5%
TEM vs P
+46.3%
+14.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.6% |
| 7D | +0.9% | +6.5% | -5.6% | -1.6% |
| 30D | +38.4% | +18.8% | +19.5% | +27.0% |
| 3M | +23.7% | +26.7% | -3.1% | +9.7% |
| 6M | +26.0% | +62.2% | -36.2% | -3.5% |
| YTD | +9.4% | +48.5% | -39.1% | -14.5% |
| 1Y | -17.3% | +26.4% | -43.7% | -33.4% |
| All | +60.5% | +46.3% | +14.2% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling