+88.9%
TEM vs TAP
-12.0%
+101.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -4.5% | +12.5% | +8.9% |
| 7D | +5.3% | +0.5% | +4.8% | +5.1% |
| 30D | +8.1% | +9.1% | -1.0% | +5.5% |
| 3M | +64.9% | -3.8% | +68.7% | +66.3% |
| 6M | +42.1% | -3.4% | +45.6% | +43.0% |
| YTD | +28.8% | -10.6% | +39.4% | +30.1% |
| 1Y | +5.5% | -4.4% | +9.9% | +1.2% |
| All | +88.9% | -12.0% | +101.0% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling