+109.8%
TEM vs RF
+71.0%
+38.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.2% | +8.8% | +8.7% |
| 7D | +7.6% | -0.1% | +7.7% | +7.9% |
| 30D | +19.0% | +7.0% | +12.0% | +10.8% |
| 3M | +62.2% | -7.0% | +69.2% | +73.1% |
| 6M | +69.4% | +6.8% | +62.6% | +51.3% |
| YTD | +43.0% | +9.9% | +33.1% | +19.5% |
| 1Y | +18.0% | +21.1% | -3.1% | -14.2% |
| All | +109.8% | +71.0% | +38.8% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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