+43.2%
TER vs TEM
-11.1%
+54.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.8% | -4.0% | -6.2% |
| 7D | -19.9% | -1.3% | -18.6% | -19.7% |
| 30D | -43.5% | -9.5% | -34.0% | -42.6% |
| 3M | -37.8% | +60.7% | -98.5% | -46.7% |
| 6M | -25.6% | +35.5% | -61.0% | -33.2% |
| YTD | +29.8% | +28.0% | +1.8% | +14.6% |
| 1Y | +43.2% | -10.5% | +53.7% | +46.2% |
| All | +43.2% | -11.1% | +54.3% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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