+52.2%
TEM vs LUNR
+272.6%
-220.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.7% | 0.0% | -3.4% |
| 7D | -1.1% | +0.5% | -1.6% | -1.3% |
| 30D | +11.3% | -5.3% | +16.6% | +12.3% |
| 3M | +25.5% | -45.6% | +71.1% | +45.2% |
| 6M | +17.1% | -17.4% | +34.5% | +12.8% |
| YTD | +3.8% | -7.9% | +11.7% | -6.6% |
| 1Y | -24.4% | +77.6% | -102.0% | -47.1% |
| All | +52.2% | +272.6% | -220.3% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling