-33.5%
TEM vs GPN
+5.1%
-38.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -8.7% | -4.3% | -4.4% | -7.2% |
| 30D | +8.1% | 0.0% | +8.0% | +8.1% |
| 3M | +19.0% | +35.8% | -16.8% | +3.1% |
| 6M | +12.0% | +22.0% | -10.0% | +1.8% |
| YTD | -0.1% | +15.2% | -15.3% | -7.9% |
| 1Y | -33.5% | +3.5% | -37.0% | -36.9% |
| All | -33.5% | +5.1% | -38.6% | -36.9% |
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