+100.1%
TEM vs COMP
+178.3%
-78.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.4% | +2.8% | -1.8% |
| 7D | +3.5% | +7.2% | -3.7% | +0.9% |
| 30D | +13.5% | +6.4% | +7.2% | +10.7% |
| 3M | +46.3% | -19.4% | +65.7% | +57.2% |
| 6M | +61.5% | +14.6% | +47.0% | +51.3% |
| YTD | +36.4% | -5.5% | +41.9% | +34.0% |
| 1Y | +12.2% | +13.7% | -1.4% | +2.1% |
| All | +100.1% | +178.3% | -78.2% | +5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling