+70.9%
TER vs TEM
+111.1%
-40.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +11.0% | +1.7% | +11.0% |
| 7D | -5.8% | +7.6% | -13.3% | -6.7% |
| 30D | -38.9% | +19.0% | -58.0% | -40.5% |
| 3M | -35.1% | +62.2% | -97.3% | -40.6% |
| 6M | -31.6% | +69.4% | -100.9% | -38.1% |
| YTD | +27.2% | +43.0% | -15.8% | +17.2% |
| 1Y | +35.2% | +18.0% | +17.2% | +27.7% |
| All | +70.9% | +111.1% | -40.2% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling