+52.2%
TEM vs Z
-34.0%
+86.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -4.3% |
| 7D | -1.1% | -7.1% | +6.0% | +2.8% |
| 30D | +11.3% | -4.8% | +16.1% | +13.6% |
| 3M | +25.5% | -9.3% | +34.9% | +30.5% |
| 6M | +17.1% | -29.0% | +46.1% | +39.7% |
| YTD | +3.8% | -52.9% | +56.7% | +53.3% |
| 1Y | -24.4% | -63.1% | +38.8% | +27.1% |
| All | +52.2% | -34.0% | +86.3% | +113.5% |
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