+46.6%
TEM vs LUNR
+257.9%
-211.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.0% |
| 7D | -8.7% | -3.1% | -5.6% | -7.9% |
| 30D | +8.1% | -15.3% | +23.4% | +12.5% |
| 3M | +19.0% | -53.2% | +72.2% | +44.1% |
| 6M | +12.0% | -22.2% | +34.2% | +9.7% |
| YTD | -0.1% | -11.6% | +11.5% | -9.0% |
| 1Y | -33.5% | +68.4% | -102.0% | -52.9% |
| All | +46.6% | +257.9% | -211.2% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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