+159.4%
U vs TEM
+53.2%
+106.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.7% | +4.2% | +0.4% |
| 7D | +4.4% | -1.1% | +5.4% | +4.6% |
| 30D | -1.3% | +11.3% | -12.6% | -4.3% |
| 3M | +49.6% | +25.5% | +24.1% | +41.0% |
| 6M | +100.2% | +17.1% | +83.1% | +90.2% |
| YTD | -3.7% | +3.8% | -7.5% | -6.2% |
| 1Y | -6.5% | -24.4% | +17.8% | -5.0% |
| All | +159.4% | +53.2% | +106.2% | +112.9% |
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 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