-5.6%
TLT vs TEM
-11.1%
+5.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +0.9% |
| 7D | +1.0% | -1.3% | +2.3% | +1.0% |
| 30D | +6.0% | -9.5% | +15.5% | +6.2% |
| 3M | -0.9% | +60.7% | -61.6% | -2.5% |
| 6M | -2.3% | +35.5% | -37.7% | -3.8% |
| YTD | -3.3% | +28.0% | -31.4% | -4.7% |
| 1Y | -5.6% | -10.5% | +4.9% | -6.6% |
| All | -5.6% | -11.1% | +5.5% | -6.6% |
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