+87.0%
U vs TEM
+57.8%
+29.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.5% | +1.7% |
| 7D | +2.8% | +7.8% | -4.9% | +1.7% |
| 30D | +7.6% | +11.2% | -3.6% | +5.4% |
| 3M | +12.7% | +39.0% | -26.3% | +3.3% |
| 6M | +87.0% | +61.6% | +25.3% | +58.9% |
| All | +87.0% | +57.8% | +29.2% | +58.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling