-10.5%
TEM vs COMP
+23.8%
-34.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.7% | -10.5% | -5.3% |
| 7D | -1.3% | +9.5% | -10.8% | -4.3% |
| 30D | -9.5% | +8.1% | -17.6% | -12.2% |
| 3M | +60.7% | -16.3% | +77.0% | +68.6% |
| 6M | +35.5% | +42.2% | -6.7% | +19.4% |
| YTD | +28.0% | -5.0% | +33.1% | +26.8% |
| 1Y | -10.5% | +20.1% | -30.6% | -26.0% |
| All | -10.5% | +23.8% | -34.3% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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