+5.4%
TEM vs S
+30.9%
-25.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.2% | -5.5% |
| 7D | -5.9% | +2.0% | -7.8% | -6.3% |
| 30D | +4.8% | -2.7% | +7.5% | +5.5% |
| 3M | +31.9% | -6.9% | +38.8% | +33.4% |
| 6M | +56.0% | +38.1% | +17.9% | +33.2% |
| YTD | +21.3% | +48.0% | -26.7% | -2.2% |
| 1Y | +5.4% | +34.5% | -29.1% | -14.1% |
| All | +5.4% | +30.9% | -25.5% | -14.1% |
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