+45.9%
TEM vs TRU
+6.6%
+39.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | -9.2% | -9.4% | +0.2% | -2.2% |
| 30D | +5.5% | -4.1% | +9.6% | +9.2% |
| 3M | +18.7% | +13.6% | +5.1% | +5.0% |
| 6M | +15.4% | +3.6% | +11.8% | +9.2% |
| YTD | -0.5% | -9.8% | +9.3% | +3.9% |
| 1Y | -24.8% | -13.6% | -11.2% | -19.0% |
| All | +45.9% | +6.6% | +39.3% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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