-19.4%
TEM vs TPR
+17.1%
-36.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.9% | -2.3% | +3.2% | +1.5% |
| 30D | +38.4% | -23.0% | +61.3% | +48.5% |
| 3M | +23.7% | -12.5% | +36.1% | +25.9% |
| 6M | +26.0% | -21.4% | +47.4% | +32.8% |
| YTD | +9.4% | -3.5% | +12.9% | +5.1% |
| All | -19.4% | +17.1% | -36.5% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling