+46.6%
TEM vs LYFT
+6.7%
+39.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.5% |
| 7D | -8.7% | -8.4% | -0.3% | -5.0% |
| 30D | +8.1% | -7.6% | +15.7% | +11.8% |
| 3M | +19.0% | +11.7% | +7.3% | +13.1% |
| 6M | +12.0% | +15.1% | -3.1% | +5.4% |
| YTD | -0.1% | -20.9% | +20.8% | +8.9% |
| 1Y | -33.5% | -16.4% | -17.2% | -31.6% |
| All | +46.6% | +6.7% | +39.9% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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