-13.3%
TEM vs Q
+80.0%
-93.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.7% | -2.2% |
| 7D | +5.1% | +6.6% | -1.5% | +2.8% |
| 30D | +16.8% | +2.7% | +14.1% | +15.7% |
| 3M | +42.6% | -8.4% | +51.0% | +45.3% |
| 6M | +63.9% | -17.3% | +81.2% | +68.8% |
| YTD | +34.5% | +55.3% | -20.8% | 0.0% |
| 1Y | +11.0% | +31.5% | -20.5% | -9.5% |
| All | -13.3% | +80.0% | -93.3% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling