-17.3%
TEM vs PL
+176.6%
-193.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | +0.9% | -9.3% | +10.2% | +2.4% |
| 30D | +38.4% | -18.9% | +57.3% | +43.1% |
| 3M | +23.7% | -58.4% | +82.0% | +41.4% |
| 6M | +26.0% | -30.3% | +56.3% | +30.3% |
| YTD | +9.4% | -8.1% | +17.5% | +8.1% |
| 1Y | -17.3% | +180.5% | -197.8% | -26.2% |
| All | -17.3% | +176.6% | -193.9% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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