+88.6%
TGT vs TEM
-11.1%
+99.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.8% | +8.4% | +5.8% |
| 7D | +9.5% | -1.3% | +10.8% | +9.5% |
| 30D | +6.6% | -9.5% | +16.1% | +7.1% |
| 3M | +11.0% | +60.7% | -49.7% | +7.2% |
| 6M | +29.9% | +35.5% | -5.6% | +25.6% |
| YTD | +71.4% | +28.0% | +43.4% | +65.2% |
| 1Y | +88.6% | -10.5% | +99.1% | +88.8% |
| All | +88.6% | -11.1% | +99.7% | +88.8% |
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 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