+59.7%
TEM vs TNA
+99.5%
-39.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.5% |
| 7D | +3.2% | +4.1% | -0.8% | 0.0% |
| 30D | +23.5% | -7.6% | +31.1% | +31.5% |
| 3M | +32.3% | +8.1% | +24.2% | +24.1% |
| 6M | +23.0% | +49.0% | -26.0% | -12.6% |
| YTD | +8.9% | +51.7% | -42.8% | -25.5% |
| 1Y | -19.9% | +59.6% | -79.5% | -48.9% |
| All | +59.7% | +99.5% | -39.8% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling