+59.7%
TEM vs ROIV
+287.3%
-227.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +18.8% | -19.3% | -11.5% |
| 7D | +3.2% | +20.2% | -16.9% | -8.9% |
| 30D | +23.5% | +14.1% | +9.4% | +12.5% |
| 3M | +32.3% | +45.6% | -13.3% | +3.0% |
| 6M | +23.0% | +44.1% | -21.1% | -4.4% |
| YTD | +8.9% | +91.2% | -82.3% | -32.1% |
| 1Y | -19.9% | +221.3% | -241.2% | -70.3% |
| All | +59.7% | +287.3% | -227.6% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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