+58.8%
V vs TEM
+90.1%
-31.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.0% | -8.0% | -0.4% |
| 7D | +2.2% | +5.3% | -3.1% | +1.9% |
| 30D | +13.6% | +8.1% | +5.5% | +13.0% |
| 3M | +14.3% | +64.9% | -50.6% | +10.8% |
| 6M | +33.1% | +42.1% | -9.1% | +29.6% |
| YTD | +21.2% | +28.8% | -7.6% | +18.3% |
| 1Y | +26.4% | +5.5% | +20.9% | +24.6% |
| All | +58.8% | +90.1% | -31.3% | +50.1% |
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