+88.9%
TEM vs COMP
+184.4%
-95.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +10.7% | -2.8% | +4.0% |
| 7D | +5.3% | +13.4% | -8.1% | +0.4% |
| 30D | +8.1% | +11.1% | -3.0% | +3.5% |
| 3M | +64.9% | -18.8% | +83.7% | +76.4% |
| 6M | +42.1% | +10.5% | +31.7% | +34.8% |
| YTD | +28.8% | -3.4% | +32.2% | +25.3% |
| 1Y | +5.5% | +19.7% | -14.2% | -6.1% |
| All | +88.9% | +184.4% | -95.5% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling