+213.6%
U vs TEM
+111.1%
+102.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.0% | -11.1% | -2.1% |
| 7D | +32.3% | +7.6% | +24.7% | +30.1% |
| 30D | +9.7% | +19.0% | -9.3% | +5.7% |
| 3M | +19.6% | +62.2% | -42.6% | +6.4% |
| 6M | +82.6% | +69.4% | +13.3% | +60.2% |
| YTD | +16.4% | +43.0% | -26.6% | +5.2% |
| 1Y | +28.5% | +18.0% | +10.5% | +19.6% |
| All | +213.6% | +111.1% | +102.5% | +138.9% |
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