+88.5%
TEM vs S
+21.3%
+67.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.3% | +1.8% | -0.9% |
| 7D | +7.8% | +4.1% | +3.7% | +5.6% |
| 30D | +11.2% | -7.2% | +18.4% | +15.3% |
| 3M | +39.0% | 0.0% | +39.0% | +33.8% |
| 6M | +61.6% | +41.6% | +20.0% | +22.8% |
| YTD | +28.5% | +48.6% | -20.1% | -7.8% |
| 1Y | +6.7% | +30.0% | -23.3% | -16.8% |
| All | +88.5% | +21.3% | +67.3% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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