+88.9%
TEM vs PR
+53.4%
+35.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.9% | +6.1% | +7.2% |
| 7D | +5.3% | -16.4% | +21.7% | +13.2% |
| 30D | +8.1% | -1.9% | +10.0% | +7.8% |
| 3M | +64.9% | +8.0% | +56.9% | +57.7% |
| 6M | +42.1% | +4.1% | +38.0% | +37.0% |
| YTD | +28.8% | +58.7% | -29.9% | -4.9% |
| 1Y | +5.5% | +75.8% | -70.3% | -27.3% |
| All | +88.9% | +53.4% | +35.6% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling