-10.5%
TEM vs GPN
+20.6%
-31.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.2% |
| 7D | -1.3% | +15.0% | -16.3% | -6.3% |
| 30D | -9.5% | +16.9% | -26.4% | -14.9% |
| 3M | +60.7% | +9.2% | +51.5% | +55.0% |
| 6M | +35.5% | +34.7% | +0.8% | +16.8% |
| YTD | +28.0% | +25.4% | +2.7% | +15.3% |
| 1Y | -10.5% | +21.7% | -32.3% | -17.5% |
| All | -10.5% | +20.6% | -31.1% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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