+88.9%
TEM vs TPR
+230.9%
-142.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.0% | +9.0% | +8.4% |
| 7D | +5.3% | +14.2% | -8.9% | -1.3% |
| 30D | +8.1% | +17.1% | -9.0% | 0.0% |
| 3M | +64.9% | -17.7% | +82.6% | +78.4% |
| 6M | +42.1% | -10.2% | +52.3% | +45.0% |
| YTD | +28.8% | +4.9% | +23.9% | +17.6% |
| 1Y | +5.5% | +36.1% | -30.6% | -19.2% |
| All | +88.9% | +230.9% | -142.0% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling