+52.2%
TEM vs GNRC
+39.1%
+13.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.0% | -2.7% | -3.8% |
| 7D | -1.1% | +3.2% | -4.2% | -2.4% |
| 30D | +11.3% | -9.5% | +20.8% | +16.0% |
| 3M | +25.5% | -28.5% | +54.1% | +42.3% |
| 6M | +17.1% | -10.0% | +27.1% | +14.2% |
| YTD | +3.8% | +36.7% | -33.0% | -26.6% |
| 1Y | -24.4% | +2.6% | -26.9% | -35.1% |
| All | +52.2% | +39.1% | +13.1% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling