+45.9%
TEM vs TNA
+85.4%
-39.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.1% | -1.8% |
| 7D | -9.2% | -7.6% | -1.6% | -3.2% |
| 30D | +5.5% | -13.6% | +19.1% | +18.6% |
| 3M | +18.7% | +2.8% | +15.9% | +16.0% |
| 6M | +15.4% | +34.5% | -19.1% | -11.0% |
| YTD | -0.5% | +41.0% | -41.6% | -27.9% |
| 1Y | -24.8% | +52.0% | -76.9% | -50.3% |
| All | +45.9% | +85.4% | -39.5% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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