+70.5%
TER vs TEM
+101.4%
-30.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.5% |
| 7D | -8.9% | +3.5% | -12.4% | -9.2% |
| 30D | -39.1% | +13.5% | -52.6% | -40.2% |
| 3M | -32.8% | +46.3% | -79.0% | -37.3% |
| 6M | -31.7% | +61.5% | -93.3% | -37.8% |
| YTD | +26.9% | +36.4% | -9.5% | +17.7% |
| 1Y | +33.6% | +12.2% | +21.4% | +27.1% |
| All | +70.5% | +101.4% | -30.9% | +47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling