+36.0%
TSM vs TEM
-11.1%
+47.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.8% |
| 7D | -10.0% | -1.3% | -8.7% | -9.8% |
| 30D | -18.5% | -9.5% | -9.0% | -17.6% |
| 3M | -4.9% | +60.7% | -65.6% | -14.4% |
| 6M | -1.0% | +35.5% | -36.4% | -8.9% |
| YTD | +31.3% | +28.0% | +3.2% | +19.8% |
| 1Y | +36.0% | -10.5% | +46.5% | +35.1% |
| All | +36.0% | -11.1% | +47.1% | +35.1% |
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