+52.2%
TEM vs PSLV
+124.2%
-71.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.4% | -7.1% | -5.4% |
| 7D | -1.1% | +3.3% | -4.4% | -2.1% |
| 30D | +11.3% | +2.1% | +9.2% | +11.0% |
| 3M | +25.5% | +7.1% | +18.4% | +23.4% |
| 6M | +17.1% | -21.6% | +38.7% | +23.1% |
| YTD | +3.8% | -6.7% | +10.5% | -0.2% |
| 1Y | -24.4% | +59.3% | -83.6% | -40.9% |
| All | +52.2% | +124.2% | -71.9% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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