-17.3%
TEM vs GTLB
+14.4%
-31.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.4% |
| 7D | +0.9% | +11.1% | -10.1% | -3.1% |
| 30D | +38.4% | +37.8% | +0.6% | +22.8% |
| 3M | +23.7% | +61.6% | -37.9% | +3.3% |
| 6M | +26.0% | +98.9% | -72.9% | -4.0% |
| YTD | +9.4% | +32.8% | -23.3% | -6.7% |
| 1Y | -17.3% | +14.7% | -31.9% | -25.0% |
| All | -17.3% | +14.4% | -31.7% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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