+46.6%
TEM vs GNRC
+39.5%
+7.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.5% | -0.8% |
| 7D | -8.7% | -0.2% | -8.5% | -8.6% |
| 30D | +8.1% | -15.7% | +23.8% | +16.4% |
| 3M | +19.0% | -27.3% | +46.3% | +34.5% |
| 6M | +12.0% | -12.1% | +24.1% | +10.9% |
| YTD | -0.1% | +37.1% | -37.2% | -29.4% |
| 1Y | -33.5% | -0.5% | -33.1% | -41.6% |
| All | +46.6% | +39.5% | +7.1% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling