+46.6%
TEM vs QSR
+21.2%
+25.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.1% |
| 7D | -8.7% | -4.0% | -4.7% | -6.3% |
| 30D | +8.1% | +2.8% | +5.3% | +6.4% |
| 3M | +19.0% | +5.1% | +13.9% | +14.7% |
| 6M | +12.0% | +8.8% | +3.2% | +4.4% |
| YTD | -0.1% | +14.8% | -14.9% | -10.8% |
| 1Y | -33.5% | +25.7% | -59.3% | -45.8% |
| All | +46.6% | +21.2% | +25.5% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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