+59.7%
TEM vs TPR
+193.0%
-133.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +1.3% |
| 7D | +3.2% | -3.4% | +6.6% | +4.9% |
| 30D | +23.5% | -27.3% | +50.8% | +42.7% |
| 3M | +32.3% | -16.2% | +48.5% | +40.2% |
| 6M | +23.0% | -17.9% | +40.9% | +31.0% |
| YTD | +8.9% | -7.1% | +16.0% | +6.0% |
| 1Y | -19.9% | +13.6% | -33.5% | -31.9% |
| All | +59.7% | +193.0% | -133.3% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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