-21.8%
TEM vs Q
+68.3%
-90.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.5% | -2.1% | -4.3% |
| 7D | -5.9% | +1.2% | -7.0% | -6.0% |
| 30D | +4.8% | -2.7% | +7.5% | +6.1% |
| 3M | +31.9% | -16.9% | +48.8% | +39.4% |
| 6M | +56.0% | -26.9% | +82.9% | +68.9% |
| YTD | +21.3% | +45.2% | -24.0% | -7.5% |
| 1Y | +5.4% | +38.1% | -32.8% | -17.1% |
| All | -21.8% | +68.3% | -90.1% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling