+52.2%
TEM vs ROK
+71.7%
-19.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -4.0% |
| 7D | -1.1% | +0.2% | -1.2% | -1.2% |
| 30D | +11.3% | -1.8% | +13.1% | +13.4% |
| 3M | +25.5% | -7.2% | +32.7% | +32.6% |
| 6M | +17.1% | +14.2% | +3.0% | -3.3% |
| YTD | +3.8% | +10.6% | -6.8% | -12.2% |
| 1Y | -24.4% | +25.9% | -50.3% | -45.4% |
| All | +52.2% | +71.7% | -19.5% | -26.3% |
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