-4.8%
TLT vs TEM
+53.2%
-58.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | -0.5% |
| 7D | -0.3% | -1.1% | +0.8% | -0.3% |
| 30D | 0.0% | +11.3% | -11.3% | -0.2% |
| 3M | -2.9% | +25.5% | -28.4% | -3.2% |
| 6M | -6.3% | +17.1% | -23.4% | -6.6% |
| YTD | -3.3% | +3.8% | -7.1% | -3.6% |
| 1Y | -4.2% | -24.4% | +20.1% | -4.3% |
| All | -4.8% | +53.2% | -58.0% | -5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling