+45.9%
TEM vs GH
+408.9%
-363.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -2.6% |
| 7D | -9.2% | -1.2% | -7.9% | -8.4% |
| 30D | +5.5% | -3.7% | +9.1% | +8.7% |
| 3M | +18.7% | +21.7% | -3.0% | +5.1% |
| 6M | +15.4% | +75.7% | -60.3% | -20.9% |
| YTD | -0.5% | +55.7% | -56.2% | -27.0% |
| 1Y | -24.8% | +181.1% | -206.0% | -66.3% |
| All | +45.9% | +408.9% | -363.0% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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