+88.5%
TEM vs PL
+635.4%
-546.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.1% | -1.4% | -3.6% |
| 7D | +7.8% | +22.3% | -14.5% | +2.0% |
| 30D | +11.2% | -8.3% | +19.6% | +13.9% |
| 3M | +39.0% | -43.3% | +82.2% | +60.9% |
| 6M | +61.6% | -65.8% | +127.5% | +109.8% |
| YTD | +28.5% | -29.5% | +58.0% | +29.1% |
| 1Y | +6.7% | +11.7% | -5.0% | -9.0% |
| All | +88.5% | +635.4% | -546.9% | -36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling