+52.2%
TEM vs TAP
-16.1%
+68.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.4% |
| 7D | -1.1% | -5.1% | +4.0% | +0.3% |
| 30D | +11.3% | -8.4% | +19.7% | +13.8% |
| 3M | +25.5% | -3.9% | +29.4% | +26.3% |
| 6M | +17.1% | -14.4% | +31.5% | +22.7% |
| YTD | +3.8% | -14.7% | +18.5% | +6.3% |
| 1Y | -24.4% | -18.7% | -5.7% | -20.0% |
| All | +52.2% | -16.1% | +68.3% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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