+11.0%
TEM vs Z
-59.6%
+70.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.0% |
| 7D | +5.1% | -13.1% | +18.1% | +10.8% |
| 30D | +16.8% | +5.9% | +11.0% | +12.4% |
| 3M | +42.6% | -13.7% | +56.3% | +49.3% |
| 6M | +63.9% | -27.1% | +91.0% | +88.5% |
| YTD | +34.5% | -56.8% | +91.3% | +102.0% |
| 1Y | +11.0% | -60.2% | +71.2% | +74.1% |
| All | +11.0% | -59.6% | +70.6% | +74.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling