+75.0%
TEM vs PR
+50.5%
+24.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.9% | -2.0% | -4.8% |
| 7D | -9.5% | -16.5% | +7.0% | -2.8% |
| 30D | -2.2% | -4.5% | +2.4% | -1.3% |
| 3M | +50.8% | +8.5% | +42.3% | +43.7% |
| 6M | +30.3% | -3.3% | +33.6% | +30.0% |
| YTD | +19.3% | +55.7% | -36.4% | -11.3% |
| 1Y | -14.4% | +82.0% | -96.4% | -42.9% |
| All | +75.0% | +50.5% | +24.5% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling