+77.9%
TEM vs GTLB
+5.6%
+72.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.0% | -6.6% | -6.1% |
| 7D | -5.9% | -0.7% | -5.1% | -5.6% |
| 30D | +4.8% | -10.2% | +15.0% | +10.9% |
| 3M | +31.9% | +10.1% | +21.8% | +23.7% |
| 6M | +56.0% | +116.5% | -60.5% | -0.2% |
| YTD | +21.3% | +27.2% | -5.9% | +1.8% |
| 1Y | +5.4% | +8.6% | -3.2% | -4.0% |
| All | +77.9% | +5.6% | +72.3% | +45.8% |
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