-10.5%
TEM vs ROL
-34.1%
+23.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.8% | -5.6% | -2.6% |
| 7D | -1.3% | +14.6% | -15.9% | 0.0% |
| 30D | -9.5% | +29.3% | -38.8% | -7.1% |
| 3M | +60.7% | +2.0% | +58.7% | +67.0% |
| 6M | +35.5% | -28.5% | +64.0% | +51.5% |
| YTD | +28.0% | -35.3% | +63.4% | +47.5% |
| 1Y | -10.5% | -34.7% | +24.2% | -1.0% |
| All | -10.5% | -34.1% | +23.6% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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