-5.9%
TLT vs TEM
-28.1%
+22.3%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +3.0% | -1.1% |
| 7D | -1.6% | -9.2% | +7.6% | -1.4% |
| 30D | -1.3% | +5.5% | -6.8% | -1.7% |
| 3M | -3.7% | +18.7% | -22.4% | -4.4% |
| 6M | -6.4% | +15.4% | -21.8% | -7.1% |
| YTD | -4.5% | -0.5% | -3.9% | -5.0% |
| 1Y | -5.9% | -24.8% | +19.0% | -7.0% |
| All | -5.9% | -28.1% | +22.3% | -7.0% |
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