+85.4%
TRV vs TEM
+61.6%
+23.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -0.1% | +0.9% | -1.1% | -0.2% |
| 30D | -3.4% | +38.4% | -41.8% | -4.1% |
| 3M | +26.4% | +23.7% | +2.7% | +25.7% |
| 6M | +19.3% | +26.0% | -6.7% | +18.3% |
| YTD | +28.3% | +9.4% | +18.9% | +27.7% |
| 1Y | +34.3% | -17.3% | +51.6% | +34.5% |
| All | +85.4% | +61.6% | +23.8% | +79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling