+52.2%
TEM vs GTLB
+2.5%
+49.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.7% | -2.9% | -3.8% |
| 7D | -1.1% | -6.6% | +5.5% | +2.4% |
| 30D | +11.3% | +13.7% | -2.5% | +2.9% |
| 3M | +25.5% | +52.9% | -27.4% | -1.4% |
| 6M | +17.1% | +88.5% | -71.4% | -20.1% |
| YTD | +3.8% | +23.4% | -19.7% | -11.0% |
| 1Y | -24.4% | -3.8% | -20.5% | -26.2% |
| All | +52.2% | +2.5% | +49.7% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling