+113.8%
W vs TEM
+101.4%
+12.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.6% | +0.9% | -2.6% |
| 7D | +1.1% | +3.5% | -2.4% | +0.1% |
| 30D | +6.4% | +13.5% | -7.1% | +2.7% |
| 3M | +9.0% | +46.3% | -37.3% | -3.3% |
| 6M | +69.8% | +61.5% | +8.3% | +46.2% |
| YTD | +12.1% | +36.4% | -24.3% | -1.2% |
| 1Y | 0.0% | +12.2% | -12.2% | -8.0% |
| All | +113.8% | +101.4% | +12.5% | +44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling