+45.9%
TEM vs LUNR
+264.6%
-218.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.6% |
| 7D | -9.2% | -0.5% | -8.6% | -9.0% |
| 30D | +5.5% | -11.3% | +16.8% | +8.4% |
| 3M | +18.7% | -44.9% | +63.6% | +36.9% |
| 6M | +15.4% | -17.3% | +32.7% | +11.0% |
| YTD | -0.5% | -9.9% | +9.4% | -9.9% |
| 1Y | -24.8% | +76.1% | -101.0% | -47.4% |
| All | +45.9% | +264.6% | -218.7% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling