+60.5%
TEM vs PR
+63.7%
-3.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.7% |
| 7D | +0.9% | +2.9% | -2.0% | -0.5% |
| 30D | +38.4% | +18.0% | +20.3% | +28.7% |
| 3M | +23.7% | +16.9% | +6.8% | +14.4% |
| 6M | +26.0% | +28.2% | -2.2% | +8.5% |
| YTD | +9.4% | +69.3% | -59.9% | -20.5% |
| 1Y | -17.3% | +69.5% | -86.8% | -40.6% |
| All | +60.5% | +63.7% | -3.1% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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