+77.9%
TEM vs Z
-38.8%
+116.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.5% | -9.1% | -7.3% |
| 7D | -5.9% | +0.8% | -6.7% | -6.2% |
| 30D | +4.8% | +5.2% | -0.4% | +0.4% |
| 3M | +31.9% | -17.0% | +48.9% | +41.2% |
| 6M | +56.0% | -22.7% | +78.6% | +71.9% |
| YTD | +21.3% | -56.3% | +77.6% | +81.2% |
| 1Y | +5.4% | -57.7% | +63.0% | +59.7% |
| All | +77.9% | -38.8% | +116.7% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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