+148.0%
TER vs TEM
+61.6%
+86.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.5% | +5.5% |
| 7D | +0.6% | +0.9% | -0.3% | +0.5% |
| 30D | -8.3% | +38.4% | -46.6% | -13.6% |
| 3M | -12.2% | +23.7% | -35.9% | -16.0% |
| 6M | +17.1% | +26.0% | -8.9% | +11.1% |
| YTD | +84.7% | +9.4% | +75.2% | +78.1% |
| 1Y | +199.9% | -17.3% | +217.2% | +199.1% |
| All | +148.0% | +61.6% | +86.4% | +122.4% |
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