+16.2%
W vs TEM
-24.0%
+40.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.7% | +4.8% | +1.2% |
| 7D | +5.9% | -1.1% | +7.0% | +6.1% |
| 30D | -3.0% | +11.3% | -14.3% | -6.9% |
| 3M | +40.3% | +25.5% | +14.8% | +30.1% |
| 6M | +32.2% | +17.1% | +15.1% | +22.3% |
| YTD | -0.3% | +3.8% | -4.1% | -6.8% |
| 1Y | +16.2% | -24.4% | +40.5% | +7.1% |
| All | +16.2% | -24.0% | +40.1% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling