-19.9%
TEM vs S
+4.5%
-24.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.4% |
| 7D | +3.2% | -5.8% | +9.1% | +5.7% |
| 30D | +23.5% | -9.2% | +32.7% | +26.8% |
| 3M | +32.3% | +23.4% | +8.9% | +17.6% |
| 6M | +23.0% | +36.9% | -13.9% | +2.4% |
| YTD | +8.9% | +29.5% | -20.7% | -7.5% |
| 1Y | -19.9% | +5.4% | -25.3% | -24.1% |
| All | -19.9% | +4.5% | -24.3% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling