+46.6%
TEM vs GTLB
+4.0%
+42.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.8% |
| 7D | -8.7% | -5.7% | -3.0% | -6.0% |
| 30D | +8.1% | +15.1% | -7.1% | -0.8% |
| 3M | +19.0% | +65.5% | -46.5% | -10.2% |
| 6M | +12.0% | +102.9% | -90.9% | -26.6% |
| YTD | -0.1% | +25.2% | -25.3% | -15.0% |
| 1Y | -33.5% | -5.5% | -28.0% | -34.4% |
| All | +46.6% | +4.0% | +42.6% | +21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling