+46.6%
TEM vs TRI
-38.5%
+85.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | -0.1% |
| 7D | -8.7% | -7.9% | -0.8% | -6.2% |
| 30D | +8.1% | -4.5% | +12.6% | +9.4% |
| 3M | +19.0% | +22.1% | -3.1% | +8.1% |
| 6M | +12.0% | -2.8% | +14.8% | +11.1% |
| YTD | -0.1% | -23.4% | +23.3% | +14.1% |
| 1Y | -33.5% | -41.5% | +8.0% | -10.4% |
| All | +46.6% | -38.5% | +85.1% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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