+161.0%
TSM vs TEM
+60.7%
+100.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.4% |
| 7D | +6.0% | +3.2% | +2.8% | +5.6% |
| 30D | +4.5% | +23.5% | -19.0% | +1.4% |
| 3M | +3.1% | +32.3% | -29.2% | -1.3% |
| 6M | +30.2% | +23.0% | +7.2% | +25.1% |
| YTD | +45.2% | +8.9% | +36.3% | +41.0% |
| 1Y | +79.6% | -19.9% | +99.4% | +79.5% |
| All | +161.0% | +60.7% | +100.3% | +133.7% |
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