+88.9%
TEM vs RF
+67.3%
+21.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.4% | +8.3% | +8.4% |
| 7D | +5.3% | -0.9% | +6.2% | +6.5% |
| 30D | +8.1% | +6.0% | +2.1% | +1.5% |
| 3M | +64.9% | -8.9% | +73.8% | +79.6% |
| 6M | +42.1% | +2.3% | +39.8% | +33.2% |
| YTD | +28.8% | +7.6% | +21.2% | +10.0% |
| 1Y | +5.5% | +21.2% | -15.7% | -24.1% |
| All | +88.9% | +67.3% | +21.6% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling