-4.2%
TLT vs TEM
+90.1%
-94.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.0% | -8.0% | -0.1% |
| 7D | +0.1% | +5.3% | -5.2% | 0.0% |
| 30D | +6.2% | +8.1% | -1.9% | +6.1% |
| 3M | +0.1% | +64.9% | -64.8% | -0.6% |
| 6M | -3.0% | +42.1% | -45.1% | -3.6% |
| YTD | -2.7% | +28.8% | -31.5% | -3.3% |
| 1Y | -4.8% | +5.5% | -10.3% | -5.3% |
| All | -4.2% | +90.1% | -94.3% | -4.9% |
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