+131.7%
TSM vs TEM
+111.1%
+20.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.0% | -7.5% | +2.1% |
| 7D | -2.5% | +7.6% | -10.1% | -3.4% |
| 30D | -14.3% | +19.0% | -33.3% | -16.2% |
| 3M | -7.2% | +62.2% | -69.5% | -13.5% |
| 6M | -5.1% | +69.4% | -74.5% | -12.5% |
| YTD | +28.9% | +43.0% | -14.1% | +20.3% |
| 1Y | +37.1% | +18.0% | +19.1% | +30.5% |
| All | +131.7% | +111.1% | +20.6% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling