+155.0%
TSM vs TEM
+61.6%
+93.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +2.9% | +2.9% |
| 7D | +2.7% | +0.9% | +1.8% | +2.6% |
| 30D | +3.6% | +38.4% | -34.8% | -1.0% |
| 3M | -3.4% | +23.7% | -27.0% | -6.8% |
| 6M | +20.6% | +26.0% | -5.4% | +15.5% |
| YTD | +41.9% | +9.4% | +32.4% | +37.6% |
| 1Y | +84.4% | -17.3% | +101.6% | +83.7% |
| All | +155.0% | +61.6% | +93.5% | +128.2% |
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