-4.3%
TLT vs TEM
+60.7%
-65.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.4% | +3.2% | -2.8% | +0.4% |
| 30D | -0.3% | +23.5% | -23.8% | -0.6% |
| 3M | -1.7% | +32.3% | -34.0% | -2.1% |
| 6M | -4.9% | +23.0% | -27.9% | -5.3% |
| YTD | -2.8% | +8.9% | -11.7% | -3.1% |
| 1Y | -4.2% | -19.9% | +15.7% | -4.4% |
| All | -4.3% | +60.7% | -65.0% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling