+60.5%
TEM vs ROK
+74.8%
-14.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.3% |
| 7D | +0.9% | +0.7% | +0.2% | +0.2% |
| 30D | +38.4% | -3.3% | +41.7% | +43.0% |
| 3M | +23.7% | -5.9% | +29.5% | +29.3% |
| 6M | +26.0% | +13.9% | +12.1% | +4.5% |
| YTD | +9.4% | +12.6% | -3.1% | -9.1% |
| 1Y | -17.3% | +28.6% | -45.9% | -41.6% |
| All | +60.5% | +74.8% | -14.3% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling