+74.2%
TEM vs S
+43.8%
+30.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +8.0% | +3.0% | +8.1% |
| 7D | +7.6% | +1.6% | +6.0% | +7.0% |
| 30D | +19.0% | -10.5% | +29.5% | +22.1% |
| 3M | +62.2% | +9.9% | +52.3% | +51.7% |
| All | +74.2% | +43.8% | +30.5% | +39.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling