+97.3%
TEM vs ROIV
+290.8%
-193.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -2.3% |
| 7D | +5.1% | +9.5% | -4.4% | 0.0% |
| 30D | +16.8% | +21.0% | -4.2% | +4.4% |
| 3M | +42.6% | +18.7% | +23.9% | +26.2% |
| 6M | +63.9% | +44.5% | +19.4% | +26.4% |
| YTD | +34.5% | +92.9% | -58.3% | -16.9% |
| 1Y | +11.0% | +100.2% | -89.2% | -34.1% |
| All | +97.3% | +290.8% | -193.4% | -30.0% |
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