+100.1%
TEM vs PL
+655.0%
-554.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.4% |
| 7D | +3.5% | +5.6% | -2.1% | +1.9% |
| 30D | +13.5% | -16.9% | +30.5% | +19.3% |
| 3M | +46.3% | -38.2% | +84.5% | +65.3% |
| 6M | +61.5% | -63.4% | +125.0% | +105.5% |
| YTD | +36.4% | -27.6% | +64.0% | +36.0% |
| 1Y | +12.2% | +6.6% | +5.6% | -2.9% |
| All | +100.1% | +655.0% | -554.9% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling