+51.6%
TER vs TEM
+90.1%
-38.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.0% | -5.4% | +1.3% |
| 7D | -20.5% | +5.3% | -25.8% | -21.1% |
| 30D | -47.0% | +8.1% | -55.1% | -47.6% |
| 3M | -43.3% | +64.9% | -108.2% | -48.3% |
| 6M | -42.9% | +42.1% | -85.1% | -46.9% |
| YTD | +12.9% | +28.8% | -15.9% | +5.6% |
| 1Y | +18.2% | +5.5% | +12.7% | +13.5% |
| All | +51.6% | +90.1% | -38.5% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling