+46.6%
TEM vs GPN
-2.5%
+49.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -8.7% | -4.6% | -4.1% | -6.0% |
| 30D | +8.1% | -0.3% | +8.3% | +8.1% |
| 3M | +19.0% | +35.4% | -16.4% | -4.8% |
| 6M | +12.0% | +21.7% | -9.6% | -3.8% |
| YTD | -0.1% | +14.9% | -15.0% | -11.6% |
| 1Y | -33.5% | +3.2% | -36.7% | -36.8% |
| All | +46.6% | -2.5% | +49.1% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling