+45.9%
TEM vs TRI
-39.5%
+85.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.7% |
| 7D | -9.2% | -14.4% | +5.2% | -4.5% |
| 30D | +5.5% | -8.1% | +13.6% | +8.1% |
| 3M | +18.7% | +17.5% | +1.2% | +9.4% |
| 6M | +15.4% | -5.0% | +20.4% | +15.4% |
| YTD | -0.5% | -24.7% | +24.2% | +14.2% |
| 1Y | -24.8% | -41.5% | +16.6% | +0.8% |
| All | +45.9% | -39.5% | +85.4% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling