-24.8%
TEM vs ROK
+24.9%
-49.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.5% |
| 7D | -9.2% | -1.6% | -7.5% | -8.2% |
| 30D | +5.5% | -5.4% | +10.9% | +9.2% |
| 3M | +18.7% | -4.0% | +22.7% | +20.1% |
| 6M | +15.4% | +13.3% | +2.1% | +0.7% |
| YTD | -0.5% | +9.3% | -9.9% | -12.3% |
| 1Y | -24.8% | +25.8% | -50.7% | -45.5% |
| All | -24.8% | +24.9% | -49.7% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling