+97.3%
TEM vs TPR
+232.3%
-134.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.6% |
| 7D | +5.1% | +6.4% | -1.4% | +1.9% |
| 30D | +16.8% | +13.8% | +3.1% | +9.7% |
| 3M | +42.6% | -16.6% | +59.3% | +53.4% |
| 6M | +63.9% | +0.7% | +63.2% | +57.0% |
| YTD | +34.5% | +5.3% | +29.2% | +22.7% |
| 1Y | +11.0% | +32.4% | -21.4% | -13.0% |
| All | +97.3% | +232.3% | -134.9% | -13.7% |
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