+59.7%
TEM vs S
+5.7%
+54.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.9% |
| 7D | +3.2% | -5.8% | +9.1% | +6.9% |
| 30D | +23.5% | -9.2% | +32.7% | +28.5% |
| 3M | +32.3% | +23.4% | +8.9% | +12.3% |
| 6M | +23.0% | +36.9% | -13.9% | -4.8% |
| YTD | +8.9% | +29.5% | -20.7% | -13.3% |
| 1Y | -19.9% | +5.4% | -25.3% | -26.9% |
| All | +59.7% | +5.7% | +54.0% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling