+77.9%
TEM vs ROK
+62.2%
+15.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.2% | -5.3% |
| 7D | -5.9% | +7.1% | -12.9% | -11.6% |
| 30D | +4.8% | -5.0% | +9.8% | +9.0% |
| 3M | +31.9% | -9.4% | +41.3% | +43.1% |
| 6M | +56.0% | -11.0% | +67.0% | +68.6% |
| YTD | +21.3% | +4.4% | +16.8% | +6.7% |
| 1Y | +5.4% | +7.4% | -2.0% | -10.1% |
| All | +77.9% | +62.2% | +15.7% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling