+109.8%
TEM vs COMP
+200.6%
-90.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.7% | +5.4% | +8.9% |
| 7D | +7.6% | +14.5% | -6.9% | +2.2% |
| 30D | +19.0% | +14.9% | +4.1% | +12.8% |
| 3M | +62.2% | -14.2% | +76.5% | +70.2% |
| 6M | +69.4% | +23.7% | +45.6% | +54.1% |
| YTD | +43.0% | +2.1% | +40.9% | +36.4% |
| 1Y | +18.0% | +26.2% | -8.2% | +3.1% |
| All | +109.8% | +200.6% | -90.8% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling