-17.3%
TEM vs GNRC
+6.8%
-24.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | -0.5% |
| 7D | +0.9% | +1.9% | -1.0% | +0.5% |
| 30D | +38.4% | -13.8% | +52.2% | +42.1% |
| 3M | +23.7% | -32.6% | +56.3% | +31.4% |
| 6M | +26.0% | -15.2% | +41.2% | +25.7% |
| YTD | +9.4% | +37.4% | -28.0% | -11.6% |
| 1Y | -17.3% | +5.1% | -22.4% | -24.5% |
| All | -17.3% | +6.8% | -24.1% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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